+1,077.4%
MAR vs AVAV
+383.4%
+694.1%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.6% |
| 7D | +1.8% | +18.4% | -16.6% | -1.4% |
| 30D | +14.3% | -4.9% | +19.3% | +14.6% |
| 3M | +20.0% | -37.7% | +57.7% | +28.9% |
| 6M | +21.7% | -28.4% | +50.2% | +25.0% |
| YTD | +37.7% | -50.0% | +87.7% | +47.4% |
| 1Y | +46.8% | -62.6% | +109.4% | +65.2% |
| 3Y | +121.0% | -0.6% | +121.6% | +91.9% |
| 5Y | +183.1% | +31.9% | +151.1% | +119.0% |
| 10Y | +532.4% | +332.3% | +200.1% | +237.1% |
| All | +1,077.4% | +383.4% | +694.1% | +418.9% |
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