+9.0%
MSFT vs AVAV
-68.0%
+77.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -8.3% | +15.0% | +7.6% |
| 7D | +4.7% | -10.1% | +14.8% | +5.7% |
| 30D | +5.8% | -18.7% | +24.5% | +8.1% |
| 3M | +13.0% | -33.0% | +46.0% | +17.8% |
| 6M | +34.9% | -37.2% | +72.1% | +40.1% |
| YTD | +15.7% | -53.2% | +68.8% | +21.2% |
| 1Y | +9.0% | -69.0% | +77.9% | +22.6% |
| All | +9.0% | -68.0% | +77.0% | +22.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling