+155.7%
MO vs AVAV
+315.4%
-159.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.7% | +1.1% |
| 7D | +3.3% | +4.2% | -0.9% | +3.0% |
| 30D | +7.5% | -2.6% | +10.1% | +7.5% |
| 3M | +22.8% | -38.0% | +60.7% | +25.5% |
| 6M | +13.4% | -27.0% | +40.4% | +14.1% |
| YTD | +43.0% | -51.4% | +94.4% | +46.5% |
| 1Y | +45.2% | -60.2% | +105.5% | +50.6% |
| 3Y | +145.5% | -6.7% | +152.2% | +130.0% |
| 5Y | +157.1% | +28.3% | +128.7% | +127.6% |
| All | +155.7% | +315.4% | -159.7% | +104.6% |
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