+511.3%
AVAV vs MKTX
+5.1%
+506.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | -25.0% | +0.8% | -25.8% | -25.1% |
| 3M | -15.0% | +41.1% | -56.1% | -19.9% |
| 6M | -33.6% | -9.5% | -24.1% | -33.1% |
| YTD | -39.2% | -8.7% | -30.5% | -38.8% |
| 1Y | -40.5% | -10.0% | -30.5% | -40.1% |
| 3Y | +29.6% | -24.6% | +54.2% | +30.7% |
| 5Y | +56.7% | -60.3% | +117.0% | +74.7% |
| All | +511.3% | +5.1% | +506.2% | +390.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKTX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling