+32.9%
MET vs AVAV
-67.9%
+100.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -11.9% | -1.6% |
| 7D | -1.2% | -10.6% | +9.4% | -1.0% |
| 30D | +3.2% | -18.8% | +22.0% | +3.5% |
| 3M | -1.1% | -34.1% | +33.0% | -0.5% |
| 6M | +25.0% | -35.3% | +60.4% | +25.7% |
| YTD | +27.9% | -53.4% | +81.3% | +28.4% |
| 1Y | +32.9% | -65.6% | +98.5% | +36.4% |
| All | +32.9% | -67.9% | +100.7% | +36.4% |
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