-5.1%
AVAV vs MTB
+95.2%
-100.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.8% |
| 7D | -10.6% | -1.3% | -9.2% | -10.2% |
| 30D | -18.8% | +0.5% | -19.3% | -18.9% |
| 3M | -34.1% | -12.4% | -21.7% | -31.1% |
| 6M | -35.3% | +1.5% | -36.8% | -35.9% |
| YTD | -53.4% | +10.3% | -63.7% | -55.4% |
| 1Y | -65.6% | +22.2% | -87.8% | -68.4% |
| 3Y | -5.1% | +96.9% | -102.0% | -28.5% |
| All | -5.1% | +95.2% | -100.3% | -28.5% |
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