+1,015.0%
MO vs AVAV
+478.6%
+536.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.8% |
| 7D | +0.3% | -2.2% | +2.6% | +0.5% |
| 30D | +0.6% | -13.9% | +14.6% | +1.6% |
| 3M | -1.0% | -29.2% | +28.3% | +0.8% |
| 6M | +4.3% | -36.1% | +40.5% | +6.6% |
| YTD | +23.3% | -40.2% | +63.5% | +25.6% |
| 1Y | +10.5% | -36.2% | +46.7% | +11.2% |
| 3Y | +96.3% | +47.5% | +48.7% | +77.4% |
| 5Y | +98.9% | +39.3% | +59.6% | +76.4% |
| 10Y | +103.6% | +482.6% | -379.0% | +49.3% |
| All | +1,015.0% | +478.6% | +536.4% | +622.7% |
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