+504.5%
AVAV vs TDY
+1,464.2%
-959.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -2.0% |
| 7D | -2.2% | -1.8% | -0.4% | -1.3% |
| 30D | -13.9% | -10.7% | -3.2% | -8.5% |
| 3M | -29.2% | -1.3% | -27.9% | -28.3% |
| 6M | -36.1% | -10.6% | -25.6% | -31.5% |
| YTD | -40.2% | +19.6% | -59.8% | -44.7% |
| 1Y | -36.2% | +11.6% | -47.8% | -38.9% |
| 3Y | +47.5% | +45.2% | +2.3% | +22.9% |
| 5Y | +39.3% | +36.1% | +3.2% | +18.8% |
| 10Y | +482.6% | +458.8% | +23.7% | +148.7% |
| All | +504.5% | +1,464.2% | -959.7% | +60.7% |
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