+238.4%
MRK vs AVAV
+510.8%
-272.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | -0.9% | +3.2% | -4.1% | -1.1% |
| 30D | +15.5% | -20.3% | +35.8% | +16.4% |
| 3M | +25.1% | -19.4% | +44.5% | +25.8% |
| 6M | +30.1% | -35.3% | +65.4% | +31.6% |
| YTD | +43.1% | -38.5% | +81.6% | +44.4% |
| 1Y | +82.5% | -37.2% | +119.7% | +83.6% |
| 3Y | +49.3% | +31.1% | +18.2% | +41.5% |
| 5Y | +130.3% | +41.0% | +89.2% | +113.6% |
| All | +238.4% | +510.8% | -272.4% | +165.3% |
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