+485.2%
AVAV vs MKTX
+5.2%
+480.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -3.2% | +0.3% | -3.4% | -3.2% |
| 30D | -25.6% | +1.0% | -26.5% | -25.7% |
| 3M | -20.2% | +40.8% | -61.0% | -24.9% |
| 6M | -38.1% | -10.9% | -27.2% | -37.4% |
| YTD | -41.8% | -8.6% | -33.2% | -41.5% |
| 1Y | -39.0% | -11.6% | -27.5% | -38.5% |
| 3Y | +24.1% | -24.5% | +48.6% | +25.1% |
| 5Y | +53.0% | -60.7% | +113.8% | +71.0% |
| All | +485.2% | +5.2% | +480.0% | +369.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling