-28.4%
AVAV vs TDY
+2.6%
-31.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.0% |
| 7D | +18.4% | +9.4% | +8.9% | +2.9% |
| 30D | -4.9% | +5.9% | -10.9% | -12.6% |
| 3M | -37.7% | -5.7% | -32.0% | -29.9% |
| 6M | -28.4% | +2.4% | -30.9% | -28.9% |
| All | -28.4% | +2.6% | -31.0% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 6mo: compounded portfolio wealth divided by compounded TDY 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…
6mo analysis · Full analysis span regression · 6 months rolling