+416.1%
AVAV vs MTCH
+353.4%
+62.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.4% | -3.1% |
| 7D | 0.0% | +3.7% | -3.8% | -0.9% |
| 30D | -9.9% | -2.8% | -7.1% | -9.6% |
| 3M | -34.7% | +9.3% | -44.0% | -36.3% |
| 6M | -26.6% | +9.2% | -35.8% | -28.6% |
| YTD | -48.9% | +26.5% | -75.4% | -52.1% |
| 1Y | -63.0% | +22.6% | -85.6% | -65.0% |
| 3Y | +1.6% | +40.8% | -39.2% | -10.3% |
| 5Y | +34.5% | -72.9% | +107.3% | +65.7% |
| 10Y | +359.3% | +152.4% | +206.8% | +182.7% |
| All | +416.1% | +353.4% | +62.7% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling