+103.0%
MO vs AVAV
+516.1%
-413.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.2% |
| 30D | -0.3% | -20.3% | +20.1% | +0.8% |
| 3M | -2.9% | -19.4% | +16.5% | -2.2% |
| 6M | +5.8% | -35.3% | +41.0% | +7.6% |
| YTD | +22.0% | -38.5% | +60.5% | +23.7% |
| 1Y | +10.7% | -37.2% | +47.9% | +11.4% |
| 3Y | +94.4% | +31.1% | +63.3% | +78.6% |
| 5Y | +97.2% | +41.0% | +56.2% | +75.9% |
| 10Y | +103.0% | +508.8% | -405.8% | +59.6% |
| All | +103.0% | +516.1% | -413.1% | +59.6% |
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