+78.9%
MET vs AVAV
+18.1%
+60.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -11.9% | -2.2% |
| 7D | -1.2% | -10.6% | +9.4% | -0.5% |
| 30D | +3.2% | -18.8% | +22.0% | +4.5% |
| 3M | -1.1% | -34.1% | +33.0% | +1.4% |
| 6M | +25.0% | -35.3% | +60.4% | +27.5% |
| YTD | +27.9% | -53.4% | +81.3% | +32.2% |
| 1Y | +32.9% | -65.6% | +98.5% | +40.9% |
| 3Y | +78.8% | -5.1% | +83.9% | +66.4% |
| All | +78.9% | +18.1% | +60.8% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling