+48.7%
MAR vs AVAV
-63.5%
+112.2%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.7% | +5.4% | +2.7% |
| 7D | +2.9% | 0.0% | +2.9% | +2.8% |
| 30D | +17.0% | -9.9% | +27.0% | +17.3% |
| 3M | +23.2% | -34.7% | +57.9% | +24.5% |
| 6M | +21.7% | -26.6% | +48.4% | +22.2% |
| YTD | +38.9% | -48.9% | +87.8% | +44.0% |
| 1Y | +48.7% | -63.0% | +111.7% | +53.7% |
| All | +48.7% | -63.5% | +112.2% | +53.7% |
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