+371.2%
AVAV vs MTB
+230.9%
+140.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.9% | +11.4% | +10.7% |
| 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% | -31.4% |
| 6M | -35.3% | +1.5% | -36.8% | -35.7% |
| YTD | -53.4% | +10.3% | -63.7% | -55.0% |
| 1Y | -65.6% | +22.2% | -87.8% | -67.9% |
| 3Y | -5.1% | +96.9% | -102.0% | -24.4% |
| 5Y | +18.5% | +64.3% | -45.8% | -2.9% |
| 10Y | +369.8% | +137.8% | +232.0% | +230.3% |
| All | +371.2% | +230.9% | +140.3% | +214.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling