+3.8%
MSCI vs AVAV
+18.1%
-14.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.5% | -12.7% | -3.2% |
| 7D | +2.8% | -10.6% | +13.4% | +3.7% |
| 30D | +15.4% | -18.8% | +34.2% | +17.4% |
| 3M | +13.4% | -34.1% | +47.5% | +17.4% |
| 6M | +10.9% | -35.3% | +46.2% | +14.0% |
| YTD | +13.0% | -53.4% | +66.4% | +18.6% |
| 1Y | +12.0% | -65.6% | +77.7% | +21.2% |
| 3Y | +34.1% | -5.1% | +39.2% | +20.9% |
| All | +3.8% | +18.1% | -14.3% | -17.9% |
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