+40.4%
AVAV vs M
+27.3%
+13.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.2% |
| 7D | -2.2% | +4.7% | -6.9% | -3.0% |
| 30D | -13.9% | -9.6% | -4.3% | -12.4% |
| 3M | -29.2% | +0.9% | -30.1% | -29.6% |
| 6M | -36.1% | +22.3% | -58.4% | -38.5% |
| YTD | -40.2% | +6.5% | -46.7% | -41.2% |
| 1Y | -36.2% | +38.8% | -75.0% | -40.3% |
| 3Y | +47.5% | +115.9% | -68.4% | +22.5% |
| All | +40.4% | +27.3% | +13.2% | +29.7% |
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