+514.5%
MAR vs AVAV
+364.6%
+149.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.5% | -10.7% | -1.6% |
| 7D | +4.3% | -10.6% | +14.9% | +5.6% |
| 30D | +16.8% | -18.8% | +35.6% | +19.7% |
| 3M | +16.0% | -34.1% | +50.1% | +21.7% |
| 6M | +16.5% | -35.3% | +51.8% | +20.7% |
| YTD | +35.0% | -53.4% | +88.4% | +44.1% |
| 1Y | +49.4% | -65.6% | +115.0% | +66.5% |
| 3Y | +124.1% | -5.1% | +129.1% | +98.9% |
| 5Y | +159.2% | +18.5% | +140.7% | +111.0% |
| All | +514.5% | +364.6% | +149.9% | +289.4% |
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