+515.5%
MAR vs AVAV
+423.1%
+92.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.6% | -12.4% | -1.5% |
| 7D | +0.2% | +3.2% | -2.9% | -0.5% |
| 30D | +14.0% | -7.4% | +21.4% | +14.7% |
| 3M | +18.1% | -32.0% | +50.1% | +23.5% |
| 6M | +18.6% | -24.6% | +43.1% | +20.3% |
| YTD | +35.3% | -47.5% | +82.8% | +42.0% |
| 1Y | +44.5% | -61.5% | +106.0% | +58.5% |
| 3Y | +120.7% | +5.5% | +115.2% | +93.2% |
| 5Y | +164.1% | +35.7% | +128.3% | +110.7% |
| 10Y | +515.5% | +379.1% | +136.4% | +283.6% |
| All | +515.5% | +423.1% | +92.4% | +283.6% |
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