+404.3%
META vs AVAV
+361.4%
+42.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.5% | -9.6% | -0.7% |
| 7D | -0.8% | -10.6% | +9.8% | +0.6% |
| 30D | -15.4% | -18.8% | +3.4% | -13.1% |
| 3M | +3.5% | -34.1% | +37.6% | +9.2% |
| 6M | -0.3% | -35.3% | +35.1% | +3.9% |
| YTD | -7.3% | -53.4% | +46.1% | -0.8% |
| 1Y | -1.1% | -65.6% | +64.6% | +11.1% |
| 3Y | +95.1% | -5.1% | +100.1% | +74.8% |
| 5Y | +80.6% | +18.5% | +62.1% | +49.3% |
| All | +404.3% | +361.4% | +42.9% | +265.5% |
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