+33.0%
MET vs AVAV
-68.0%
+101.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -8.3% | +10.5% | +2.3% |
| 7D | +3.9% | -10.1% | +14.0% | +4.0% |
| 30D | +6.8% | -18.7% | +25.5% | +7.2% |
| 3M | +7.7% | -33.0% | +40.7% | +8.4% |
| 6M | +32.9% | -37.2% | +70.1% | +33.9% |
| YTD | +33.9% | -53.2% | +87.1% | +34.0% |
| 1Y | +33.0% | -69.0% | +102.0% | +43.0% |
| All | +33.0% | -68.0% | +101.0% | +43.0% |
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 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