+419.8%
AVAV vs TKO
+2,478.8%
-2,059.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +9.9% | +3.1% | +6.8% | +9.3% |
| 30D | -5.4% | +15.0% | -20.4% | -8.4% |
| 3M | -36.5% | +2.9% | -39.4% | -37.0% |
| 6M | -25.3% | +9.0% | -34.3% | -26.9% |
| YTD | -48.6% | -3.4% | -45.2% | -48.6% |
| 1Y | -62.1% | +12.8% | -74.9% | -63.4% |
| 3Y | +2.3% | +158.0% | -155.6% | -20.4% |
| 5Y | +35.4% | +285.4% | -250.0% | -6.1% |
| 10Y | +345.1% | +1,160.4% | -815.3% | +121.2% |
| All | +419.8% | +2,478.8% | -2,059.0% | +79.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling