+579.9%
MRK vs AVAV
+478.6%
+101.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | +1.3% | -2.2% | +3.6% | +1.5% |
| 30D | +17.1% | -13.9% | +31.1% | +18.4% |
| 3M | +25.9% | -29.2% | +55.1% | +28.5% |
| 6M | +26.8% | -36.1% | +62.9% | +29.9% |
| YTD | +44.9% | -40.2% | +85.1% | +47.9% |
| 1Y | +84.8% | -36.2% | +121.0% | +86.7% |
| 3Y | +50.1% | +47.5% | +2.6% | +35.2% |
| 5Y | +127.4% | +39.3% | +88.1% | +100.5% |
| 10Y | +240.0% | +482.6% | -242.6% | +132.7% |
| All | +579.9% | +478.6% | +101.3% | +316.4% |
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