+82.3%
MET vs AVAV
+33.5%
+48.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.4% | +5.6% | +0.6% |
| 7D | -0.8% | -3.2% | +2.4% | -0.6% |
| 30D | -1.4% | -25.6% | +24.2% | +0.5% |
| 3M | +12.5% | -20.2% | +32.8% | +13.7% |
| 6M | +37.1% | -38.1% | +75.1% | +40.6% |
| YTD | +23.8% | -41.8% | +65.6% | +26.4% |
| 1Y | +24.1% | -39.0% | +63.2% | +25.5% |
| 3Y | +65.2% | +24.1% | +41.1% | +50.9% |
| 5Y | +82.3% | +53.0% | +29.2% | +65.4% |
| All | +82.3% | +33.5% | +48.7% | +65.4% |
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 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