+507.3%
MAR vs AVAV
+339.7%
+167.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.0% | +9.9% | -8.9% | -0.5% |
| 30D | +16.2% | -5.4% | +21.6% | +16.5% |
| 3M | +23.1% | -36.5% | +59.6% | +29.8% |
| 6M | +22.0% | -25.3% | +47.2% | +23.8% |
| YTD | +39.2% | -48.6% | +87.7% | +46.4% |
| 1Y | +48.3% | -62.1% | +110.3% | +63.0% |
| 3Y | +123.4% | +2.3% | +121.1% | +96.5% |
| 5Y | +185.4% | +35.4% | +150.0% | +127.6% |
| All | +507.3% | +339.7% | +167.6% | +281.4% |
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