-37.2%
AVAV vs MTB
+23.0%
-60.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +2.9% |
| 7D | +3.2% | +2.8% | +0.4% | +2.8% |
| 30D | -20.3% | -4.2% | -16.1% | -19.9% |
| 3M | -19.4% | +7.8% | -27.2% | -20.0% |
| 6M | -35.3% | +14.8% | -50.1% | -36.6% |
| YTD | -38.5% | +20.8% | -59.3% | -40.2% |
| 1Y | -37.2% | +23.1% | -60.3% | -41.7% |
| All | -37.2% | +23.0% | -60.2% | -41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling