+359.3%
AVAV vs MTB
+122.1%
+237.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.8% | -2.4% |
| 7D | 0.0% | -0.7% | +0.6% | +0.3% |
| 30D | -9.9% | +1.4% | -11.4% | -10.3% |
| 3M | -34.7% | -11.6% | -23.1% | -31.7% |
| 6M | -26.6% | +5.4% | -32.0% | -28.1% |
| YTD | -48.9% | +11.7% | -60.7% | -51.2% |
| 1Y | -63.0% | +20.5% | -83.6% | -65.7% |
| 3Y | +1.6% | +104.5% | -103.0% | -23.9% |
| 5Y | +34.5% | +65.1% | -30.6% | +5.3% |
| 10Y | +359.3% | +119.5% | +239.8% | +187.0% |
| All | +359.3% | +122.1% | +237.2% | +187.0% |
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