+31.1%
AVAV vs MKTX
-24.9%
+56.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.2% |
| 30D | -20.3% | +1.0% | -21.3% | -20.3% |
| 3M | -19.4% | +41.3% | -60.7% | -20.4% |
| 6M | -35.3% | -11.3% | -23.9% | -37.0% |
| YTD | -38.5% | -8.6% | -29.9% | -40.0% |
| 1Y | -37.2% | -11.1% | -26.1% | -38.8% |
| 3Y | +31.1% | -24.5% | +55.6% | +30.0% |
| All | +31.1% | -24.9% | +56.0% | +30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling