+521.8%
MA vs AVAV
+479.1%
+42.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +1.5% | -13.9% | +15.5% | +3.0% |
| 3M | +20.4% | -29.2% | +49.7% | +24.0% |
| 6M | +11.1% | -36.1% | +47.3% | +15.1% |
| YTD | +2.0% | -40.2% | +42.2% | +4.9% |
| 1Y | -2.2% | -36.2% | +34.1% | -1.1% |
| 3Y | +41.9% | +47.5% | -5.6% | +19.7% |
| 5Y | +75.4% | +39.3% | +36.1% | +44.0% |
| All | +521.8% | +479.1% | +42.8% | +290.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling