+521.7%
AVAV vs TKO
+2,414.5%
-1,892.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +1.7% |
| 7D | +3.2% | +7.2% | -4.0% | +1.6% |
| 30D | -20.3% | +4.7% | -25.0% | -21.2% |
| 3M | -19.4% | -3.2% | -16.2% | -19.1% |
| 6M | -35.3% | -2.9% | -32.4% | -35.0% |
| YTD | -38.5% | -5.8% | -32.7% | -38.1% |
| 1Y | -37.2% | -1.1% | -36.1% | -37.7% |
| 3Y | +31.1% | +111.1% | -80.0% | +6.3% |
| 5Y | +41.0% | +315.6% | -274.5% | -4.0% |
| 10Y | +508.8% | +978.5% | -469.7% | +212.9% |
| All | +521.7% | +2,414.5% | -1,892.8% | +116.2% |
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