+371.2%
AVAV vs MDY
+466.7%
-95.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.8% | +9.9% |
| 7D | -10.6% | -1.7% | -8.9% | -9.2% |
| 30D | -18.8% | -0.9% | -17.9% | -17.9% |
| 3M | -34.1% | -5.7% | -28.4% | -30.5% |
| 6M | -35.3% | -2.9% | -32.4% | -33.1% |
| YTD | -53.4% | +9.8% | -63.2% | -56.2% |
| 1Y | -65.6% | +13.5% | -79.1% | -68.6% |
| 3Y | -5.1% | +51.9% | -57.0% | -31.0% |
| 5Y | +18.5% | +32.0% | -13.5% | -3.9% |
| 10Y | +369.8% | +176.5% | +193.4% | +125.7% |
| All | +371.2% | +466.7% | -95.4% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling