+491.9%
AVAV vs MTB
+174.8%
+317.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.2% | +1.7% | -4.0% | -2.8% |
| 30D | -13.9% | -4.2% | -9.7% | -12.6% |
| 3M | -29.2% | +8.9% | -38.1% | -31.6% |
| 6M | -36.1% | +10.9% | -47.0% | -38.7% |
| YTD | -40.2% | +21.5% | -61.7% | -44.6% |
| 1Y | -36.2% | +21.9% | -58.1% | -41.3% |
| 3Y | +47.5% | +109.2% | -61.7% | +8.7% |
| 5Y | +39.3% | +102.0% | -62.7% | 0.0% |
| All | +491.9% | +174.8% | +317.1% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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