+31.1%
AVAV vs TKO
+104.9%
-73.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +2.2% |
| 7D | +3.2% | +7.2% | -4.0% | +2.3% |
| 30D | -20.3% | +4.7% | -25.0% | -20.7% |
| 3M | -19.4% | -3.2% | -16.2% | -19.3% |
| 6M | -35.3% | -2.9% | -32.4% | -35.4% |
| YTD | -38.5% | -5.8% | -32.7% | -38.6% |
| 1Y | -37.2% | -1.1% | -36.1% | -37.7% |
| 3Y | +31.1% | +111.1% | -80.0% | +27.5% |
| All | +31.1% | +104.9% | -73.7% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 3y: compounded portfolio wealth divided by compounded TKO 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…
3y analysis · Full analysis span regression · 6 months rolling