+906.4%
MOD vs AVAV
+361.4%
+545.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +10.5% | -4.8% | +3.3% |
| 7D | -25.5% | -10.6% | -15.0% | -23.3% |
| 30D | -49.0% | -18.8% | -30.2% | -46.3% |
| 3M | -49.8% | -34.1% | -15.7% | -44.9% |
| 6M | -64.8% | -35.3% | -29.4% | -61.9% |
| YTD | -27.6% | -53.4% | +25.7% | -19.5% |
| 1Y | -35.2% | -65.6% | +30.4% | -22.2% |
| 3Y | +137.1% | -5.1% | +142.2% | +112.7% |
| 5Y | +760.3% | +18.5% | +741.8% | +579.7% |
| All | +906.4% | +361.4% | +545.0% | +406.4% |
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