+405.0%
AVAV vs TDY
+1,558.7%
-1,153.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.6% |
| 7D | +18.4% | +9.4% | +8.9% | +13.1% |
| 30D | -4.9% | +5.9% | -10.9% | -7.2% |
| 3M | -37.7% | -5.7% | -32.0% | -35.2% |
| 6M | -28.4% | +2.4% | -30.9% | -28.2% |
| YTD | -50.0% | +26.8% | -76.8% | -54.9% |
| 1Y | -62.6% | +24.7% | -87.3% | -65.9% |
| 3Y | -0.6% | +69.2% | -69.8% | -22.8% |
| 5Y | +31.9% | +45.7% | -13.8% | +9.4% |
| 10Y | +332.3% | +444.2% | -111.8% | +87.0% |
| All | +405.0% | +1,558.7% | -1,153.8% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling