-62.0%
AVAV vs M
+25.7%
-87.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.1% | +4.5% | +10.6% |
| 7D | +3.2% | +2.5% | +0.6% | +2.4% |
| 30D | -7.4% | +10.1% | -17.5% | -9.5% |
| 3M | -32.0% | -0.9% | -31.1% | -31.8% |
| 6M | -24.6% | +30.2% | -54.7% | -30.2% |
| YTD | -47.5% | +16.3% | -63.8% | -51.2% |
| All | -62.0% | +25.7% | -87.6% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded M wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling