+2,781.3%
MSCI vs AVAV
+311.8%
+2,469.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.8% | +7.1% | -1.2% |
| 7D | +6.0% | -24.3% | +30.4% | +10.5% |
| 30D | +18.2% | -28.9% | +47.1% | +24.3% |
| 3M | +15.1% | -39.3% | +54.4% | +23.6% |
| 6M | +13.7% | -38.8% | +52.5% | +20.0% |
| YTD | +15.6% | -57.8% | +73.4% | +27.0% |
| 1Y | +16.3% | -70.9% | +87.2% | +35.5% |
| 3Y | +36.9% | -14.8% | +51.7% | +23.9% |
| 5Y | +6.3% | +7.3% | -1.0% | -12.1% |
| 10Y | +823.0% | +325.3% | +497.6% | +411.5% |
| All | +2,781.3% | +311.8% | +2,469.5% | +1,224.2% |
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