+19.6%
AVAV vs M
-11.5%
+31.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.6% | +15.1% | +11.3% |
| 7D | -10.6% | -4.3% | -6.3% | -10.1% |
| 30D | -18.8% | +1.3% | -20.1% | -19.1% |
| 3M | -34.1% | -7.4% | -26.7% | -33.4% |
| 6M | -35.3% | +18.3% | -53.7% | -37.7% |
| YTD | -53.4% | +7.6% | -61.0% | -54.4% |
| 1Y | -65.6% | +17.4% | -83.0% | -67.1% |
| 3Y | -5.1% | +108.4% | -113.4% | -22.0% |
| All | +19.6% | -11.5% | +31.0% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling