-3.3%
IDXX vs AVAV
-68.0%
+64.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -8.3% | +12.3% | +4.4% |
| 7D | +24.1% | -10.1% | +34.2% | +24.8% |
| 30D | +32.5% | -18.7% | +51.2% | +34.2% |
| 3M | +18.8% | -33.0% | +51.8% | +21.8% |
| 6M | +24.0% | -37.2% | +61.2% | +27.1% |
| YTD | +3.3% | -53.2% | +56.4% | +8.7% |
| 1Y | -3.3% | -69.0% | +65.7% | +12.4% |
| All | -3.3% | -68.0% | +64.8% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling