+6,586.5%
MA vs AVAV
+308.3%
+6,278.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.4% | -1.0% |
| 7D | +3.2% | -24.3% | +27.5% | +7.5% |
| 30D | +15.9% | -28.9% | +44.8% | +21.8% |
| 3M | +15.2% | -39.3% | +54.4% | +23.4% |
| 6M | +32.4% | -38.8% | +71.1% | +39.3% |
| YTD | +15.6% | -57.8% | +73.4% | +26.2% |
| 1Y | +19.3% | -70.9% | +90.2% | +38.2% |
| 3Y | +73.0% | -14.8% | +87.8% | +54.8% |
| 5Y | +93.7% | +7.3% | +86.5% | +57.3% |
| 10Y | +575.0% | +325.3% | +249.6% | +265.3% |
| All | +6,586.5% | +308.3% | +6,278.2% | +2,897.8% |
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 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