+41.0%
AVAV vs MKTX
-61.3%
+102.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | -20.3% | +1.0% | -21.3% | -20.4% |
| 3M | -19.4% | +41.3% | -60.7% | -23.2% |
| 6M | -35.3% | -11.3% | -23.9% | -35.0% |
| YTD | -38.5% | -8.6% | -29.9% | -38.5% |
| 1Y | -37.2% | -11.1% | -26.1% | -37.1% |
| 3Y | +31.1% | -24.5% | +55.6% | +30.9% |
| 5Y | +41.0% | -61.4% | +102.4% | +54.1% |
| All | +41.0% | -61.3% | +102.3% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling