+183.5%
MAR vs AVAV
+28.1%
+155.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.4% | -0.1% |
| 7D | +1.6% | +4.2% | -2.6% | +1.2% |
| 30D | +13.8% | -2.6% | +16.4% | +13.7% |
| 3M | +20.3% | -38.0% | +58.2% | +24.8% |
| 6M | +21.3% | -27.0% | +48.3% | +22.7% |
| YTD | +37.2% | -51.4% | +88.6% | +42.9% |
| 1Y | +48.4% | -60.2% | +108.7% | +57.7% |
| 3Y | +120.1% | -6.7% | +126.8% | +100.2% |
| All | +183.5% | +28.1% | +155.4% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling