+1,527.5%
META vs AVAV
+545.2%
+982.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +6.7% | -2.2% | +8.9% | +7.1% |
| 30D | +4.8% | -13.9% | +18.7% | +6.9% |
| 3M | -1.6% | -29.2% | +27.6% | +2.4% |
| 6M | -7.5% | -36.1% | +28.7% | -3.1% |
| YTD | -6.4% | -40.2% | +33.8% | -2.8% |
| 1Y | -17.3% | -36.2% | +18.9% | -15.9% |
| 3Y | +109.9% | +47.5% | +62.4% | +75.3% |
| 5Y | +65.4% | +39.3% | +26.1% | +34.5% |
| 10Y | +391.8% | +482.6% | -90.8% | +191.8% |
| All | +1,527.5% | +545.2% | +982.3% | +873.8% |
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