+833.0%
MAR vs AVAV
+478.6%
+354.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.9% | +0.4% |
| 7D | -4.2% | -2.2% | -1.9% | -3.8% |
| 30D | -6.7% | -13.9% | +7.3% | -4.5% |
| 3M | -12.5% | -29.2% | +16.7% | -8.6% |
| 6M | +0.6% | -36.1% | +36.7% | +5.9% |
| YTD | +9.1% | -40.2% | +49.3% | +14.2% |
| 1Y | +26.2% | -36.2% | +62.4% | +28.7% |
| 3Y | +68.2% | +47.5% | +20.6% | +35.5% |
| 5Y | +163.9% | +39.3% | +124.6% | +104.5% |
| 10Y | +420.6% | +482.6% | -62.0% | +163.3% |
| All | +833.0% | +478.6% | +354.4% | +302.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling