+72.1%
MA vs AVAV
-5.8%
+77.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +10.5% | -11.0% | -0.7% |
| 7D | +2.3% | -10.6% | +12.9% | +2.5% |
| 30D | +14.7% | -18.8% | +33.5% | +15.2% |
| 3M | +13.5% | -34.1% | +47.6% | +14.5% |
| 6M | +33.1% | -35.3% | +68.4% | +34.0% |
| YTD | +15.1% | -53.4% | +68.5% | +16.4% |
| 1Y | +18.7% | -65.6% | +84.4% | +21.4% |
| 3Y | +72.1% | -5.1% | +77.1% | +61.2% |
| All | +72.1% | -5.8% | +77.9% | +61.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling