+504.5%
AVAV vs MKTX
+1,445.0%
-940.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.9% | +1.1% | -15.0% | -14.1% |
| 3M | -29.2% | +36.1% | -65.3% | -33.9% |
| 6M | -36.1% | -12.9% | -23.3% | -34.9% |
| YTD | -40.2% | -8.5% | -31.7% | -39.7% |
| 1Y | -36.2% | -7.5% | -28.7% | -36.0% |
| 3Y | +47.5% | -28.3% | +75.9% | +50.9% |
| 5Y | +39.3% | -63.3% | +102.6% | +61.2% |
| 10Y | +482.6% | +4.5% | +478.1% | +409.9% |
| All | +504.5% | +1,445.0% | -940.5% | +144.5% |
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