+212.4%
MET vs AVAV
+351.0%
-138.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -11.9% | -3.6% |
| 7D | -1.2% | -10.6% | +9.4% | +0.7% |
| 30D | +3.2% | -18.8% | +22.0% | +7.0% |
| 3M | -1.1% | -34.1% | +33.0% | +6.4% |
| 6M | +25.0% | -35.3% | +60.4% | +31.9% |
| YTD | +27.9% | -53.4% | +81.3% | +40.1% |
| 1Y | +32.9% | -65.6% | +98.5% | +54.9% |
| 3Y | +78.8% | -5.1% | +83.9% | +52.1% |
| 5Y | +79.6% | +18.5% | +61.1% | +34.0% |
| 10Y | +228.1% | +369.8% | -141.8% | +45.4% |
| All | +212.4% | +351.0% | -138.6% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling