-5.1%
AVAV vs MDY
+50.6%
-55.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.8% | +9.8% |
| 7D | -10.6% | -1.7% | -8.9% | -8.7% |
| 30D | -18.8% | -0.9% | -17.9% | -17.6% |
| 3M | -34.1% | -5.7% | -28.4% | -29.3% |
| 6M | -35.3% | -2.9% | -32.4% | -32.3% |
| YTD | -53.4% | +9.8% | -63.2% | -56.7% |
| 1Y | -65.6% | +13.5% | -79.1% | -69.0% |
| 3Y | -5.1% | +51.9% | -57.0% | -31.5% |
| All | -5.1% | +50.6% | -55.6% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 3y: compounded portfolio wealth divided by compounded MDY 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…
3y analysis · Full analysis span regression · 6 months rolling