+504.5%
AVAV vs MDY
+494.3%
+10.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.9% | -1.8% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | -13.9% | -1.5% | -12.4% | -12.7% |
| 3M | -29.2% | +0.8% | -30.0% | -29.3% |
| 6M | -36.1% | +7.4% | -43.6% | -39.3% |
| YTD | -40.2% | +15.2% | -55.4% | -46.1% |
| 1Y | -36.2% | +16.5% | -52.8% | -43.0% |
| 3Y | +47.5% | +46.8% | +0.7% | +9.5% |
| 5Y | +39.3% | +46.0% | -6.8% | +3.9% |
| 10Y | +482.6% | +172.1% | +310.5% | +180.5% |
| All | +504.5% | +494.3% | +10.2% | +93.3% |
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