+283.8%
MOD vs AVAV
+352.9%
-69.2%
-97.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -8.3% | -13.1% | -19.1% |
| 7D | -31.3% | -10.1% | -21.2% | -29.0% |
| 30D | -46.1% | -18.7% | -27.4% | -42.7% |
| 3M | -51.1% | -33.0% | -18.1% | -45.4% |
| 6M | -62.1% | -37.2% | -24.9% | -58.0% |
| YTD | -26.2% | -53.2% | +27.0% | -15.9% |
| 1Y | -32.6% | -69.0% | +36.4% | -13.2% |
| 3Y | +133.8% | -5.5% | +139.3% | +103.7% |
| 5Y | +792.8% | +20.1% | +772.6% | +556.7% |
| 10Y | +959.8% | +371.8% | +588.0% | +317.8% |
| All | +283.8% | +352.9% | -69.2% | +25.4% |
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 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