+27.7%
AVAV vs MTB
+61.4%
-33.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.6% | -3.4% | -2.9% |
| 7D | +4.2% | +1.5% | +2.7% | +3.8% |
| 30D | -2.6% | +2.3% | -4.9% | -3.1% |
| 3M | -38.0% | -12.1% | -25.8% | -35.5% |
| 6M | -27.0% | +9.8% | -36.8% | -29.2% |
| YTD | -51.4% | +12.0% | -63.4% | -53.3% |
| 1Y | -60.2% | +22.0% | -82.3% | -62.8% |
| 3Y | -6.7% | +107.6% | -114.3% | -26.6% |
| All | +27.7% | +61.4% | -33.7% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling