+194.4%
MET vs AVAV
+315.4%
-121.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.7% | +3.5% | +1.1% |
| 7D | +4.5% | +4.2% | +0.2% | +3.8% |
| 30D | +3.5% | -2.6% | +6.1% | +3.5% |
| 3M | +5.9% | -38.0% | +43.9% | +12.5% |
| 6M | +33.1% | -27.0% | +60.1% | +35.7% |
| YTD | +33.6% | -51.4% | +85.0% | +41.7% |
| 1Y | +32.7% | -60.2% | +92.9% | +45.0% |
| 3Y | +85.0% | -6.7% | +91.7% | +63.6% |
| 5Y | +85.6% | +28.3% | +57.3% | +45.5% |
| All | +194.4% | +315.4% | -121.0% | +69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling