+41.0%
AVAV vs MTCH
-73.0%
+114.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.5% |
| 30D | -20.3% | +10.4% | -30.8% | -21.9% |
| 3M | -19.4% | +21.0% | -40.4% | -22.8% |
| 6M | -35.3% | +36.6% | -71.9% | -39.3% |
| YTD | -38.5% | +29.7% | -68.2% | -41.9% |
| 1Y | -37.2% | +8.6% | -45.8% | -38.8% |
| 3Y | +31.1% | -2.7% | +33.8% | +27.9% |
| 5Y | +41.0% | -72.9% | +113.9% | +70.2% |
| All | +41.0% | -73.0% | +114.0% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling