+1,146.8%
MO vs AVAV
+407.8%
+738.9%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.6% | -13.0% | -1.3% |
| 7D | -1.8% | +3.2% | -4.9% | -2.1% |
| 30D | +5.8% | -7.4% | +13.2% | +6.1% |
| 3M | +12.7% | -32.0% | +44.7% | +15.3% |
| 6M | +14.8% | -24.6% | +39.3% | +15.6% |
| YTD | +37.8% | -47.5% | +85.4% | +41.3% |
| 1Y | +39.5% | -61.5% | +101.0% | +46.4% |
| 3Y | +136.1% | +5.5% | +130.6% | +119.6% |
| 5Y | +148.5% | +35.7% | +112.8% | +119.6% |
| 10Y | +135.5% | +379.1% | -243.6% | +75.1% |
| All | +1,146.8% | +407.8% | +738.9% | +713.2% |
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