-1.2%
AVAV vs MTB
+105.4%
-106.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | +9.9% | -2.0% | +11.8% | +10.8% |
| 30D | -5.4% | +0.1% | -5.5% | -5.3% |
| 3M | -36.5% | -12.1% | -24.4% | -33.6% |
| 6M | -25.3% | +7.3% | -32.6% | -27.3% |
| YTD | -48.6% | +11.5% | -60.1% | -51.0% |
| 1Y | -62.1% | +21.3% | -83.4% | -65.0% |
| All | -1.2% | +105.4% | -106.6% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling