+567.5%
MRK vs AVAV
+351.0%
+216.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.5% | -10.6% | -0.9% |
| 7D | -1.9% | -10.6% | +8.7% | -1.1% |
| 30D | +2.8% | -18.8% | +21.6% | +4.2% |
| 3M | +15.0% | -34.1% | +49.1% | +18.3% |
| 6M | +30.9% | -35.3% | +66.2% | +33.9% |
| YTD | +42.3% | -53.4% | +95.7% | +47.6% |
| 1Y | +76.1% | -65.6% | +141.7% | +87.1% |
| 3Y | +54.1% | -5.1% | +59.2% | +44.4% |
| 5Y | +109.5% | +18.5% | +91.0% | +86.0% |
| 10Y | +254.8% | +369.8% | -115.1% | +145.8% |
| All | +567.5% | +351.0% | +216.5% | +315.5% |
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