+23.7%
MAR vs AVAV
-35.3%
+59.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.1% | -2.4% |
| 7D | -1.7% | +3.2% | -4.9% | -1.8% |
| 30D | -6.9% | -20.3% | +13.4% | -6.3% |
| 3M | -15.8% | -19.4% | +3.6% | -15.2% |
| 6M | +1.9% | -35.3% | +37.2% | +3.2% |
| YTD | +6.6% | -38.5% | +45.1% | +9.4% |
| 1Y | +23.7% | -37.2% | +60.9% | +27.6% |
| All | +23.7% | -35.3% | +59.0% | +27.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling