+493.8%
AVAV vs MTCH
+188.8%
+305.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.0% | -5.5% |
| 7D | -3.2% | -2.4% | -0.8% | -2.7% |
| 30D | -25.6% | +12.8% | -38.4% | -27.3% |
| 3M | -20.2% | +20.0% | -40.2% | -23.3% |
| 6M | -38.1% | +34.7% | -72.8% | -41.7% |
| YTD | -41.8% | +30.6% | -72.4% | -45.0% |
| 1Y | -39.0% | +10.9% | -50.0% | -40.8% |
| 3Y | +24.1% | -2.0% | +26.1% | +20.0% |
| 5Y | +53.0% | -72.6% | +125.7% | +82.0% |
| 10Y | +493.8% | +197.9% | +296.0% | +275.7% |
| All | +493.8% | +188.8% | +305.1% | +275.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling