+326.6%
AVAV vs M
+15.4%
+311.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -5.9% | -4.0% | -8.7% |
| 7D | -24.3% | -2.1% | -22.2% | -24.1% |
| 30D | -28.9% | +7.7% | -36.6% | -30.0% |
| 3M | -39.3% | -4.4% | -34.9% | -38.9% |
| 6M | -38.8% | +27.5% | -66.3% | -42.0% |
| YTD | -57.8% | +12.8% | -70.5% | -59.2% |
| 1Y | -70.9% | +20.7% | -91.6% | -72.3% |
| 3Y | -14.8% | +111.3% | -126.1% | -31.2% |
| 5Y | +7.3% | -6.3% | +13.6% | -2.9% |
| 10Y | +325.3% | +1.5% | +323.9% | +221.9% |
| All | +326.6% | +15.4% | +311.2% | +197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling