+1,530.3%
MOD vs AVAV
+39.7%
+1,490.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.0% | +4.6% |
| 7D | +9.6% | -2.2% | +11.8% | +10.0% |
| 30D | 0.0% | -13.9% | +14.0% | +2.5% |
| 3M | -35.4% | -29.2% | -6.1% | -32.1% |
| 6M | -7.3% | -36.1% | +28.9% | -2.0% |
| YTD | +45.8% | -40.2% | +86.0% | +50.8% |
| 1Y | +43.1% | -36.2% | +79.4% | +45.9% |
| 3Y | +297.7% | +47.5% | +250.1% | +249.7% |
| All | +1,530.3% | +39.7% | +1,490.6% | +1,225.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling