+5,795.6%
MA vs AVAV
+478.6%
+5,317.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.8% |
| 7D | -2.7% | -2.2% | -0.5% | -2.4% |
| 30D | +1.5% | -13.9% | +15.5% | +3.6% |
| 3M | +20.4% | -29.2% | +49.7% | +25.4% |
| 6M | +11.1% | -36.1% | +47.3% | +16.5% |
| YTD | +2.0% | -40.2% | +42.2% | +5.9% |
| 1Y | -2.2% | -36.2% | +34.1% | -0.6% |
| 3Y | +41.9% | +47.5% | -5.6% | +15.6% |
| 5Y | +75.4% | +39.3% | +36.1% | +37.7% |
| 10Y | +527.5% | +482.6% | +45.0% | +225.5% |
| All | +5,795.6% | +478.6% | +5,317.0% | +2,416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling