+419.8%
AVAV vs MKTX
+1,470.7%
-1,050.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +9.9% | +0.3% | +9.6% | +9.8% |
| 30D | -5.4% | +0.9% | -6.4% | -5.6% |
| 3M | -36.5% | +2.7% | -39.2% | -36.9% |
| 6M | -25.3% | +15.6% | -40.8% | -28.0% |
| YTD | -48.6% | -7.0% | -41.6% | -48.3% |
| 1Y | -62.1% | -1.2% | -60.9% | -62.4% |
| 3Y | +2.3% | -22.2% | +24.5% | +3.6% |
| 5Y | +35.4% | -53.7% | +89.1% | +49.3% |
| 10Y | +345.1% | +13.0% | +332.1% | +282.9% |
| All | +419.8% | +1,470.7% | -1,050.8% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling