+2,417.1%
MSCI vs AVAV
+483.5%
+1,933.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +0.4% | -2.2% | +2.6% | +0.8% |
| 30D | +0.6% | -13.9% | +14.5% | +2.7% |
| 3M | -7.1% | -29.2% | +22.2% | -3.2% |
| 6M | +0.8% | -36.1% | +37.0% | +6.0% |
| YTD | +1.0% | -40.2% | +41.2% | +5.6% |
| 1Y | +4.3% | -36.2% | +40.5% | +6.5% |
| 3Y | +9.9% | +47.5% | -37.6% | -9.5% |
| 5Y | -6.8% | +39.3% | -46.0% | -25.6% |
| 10Y | +614.7% | +482.6% | +132.1% | +279.3% |
| All | +2,417.1% | +483.5% | +1,933.6% | +1,000.4% |
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