+889.0%
MSFT vs AVAV
+361.4%
+527.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -2.4% |
| 7D | +1.7% | -10.6% | +12.3% | +3.0% |
| 30D | +0.2% | -18.8% | +19.0% | +2.7% |
| 3M | +6.4% | -34.1% | +40.5% | +12.0% |
| 6M | +28.7% | -35.3% | +64.0% | +34.3% |
| YTD | +10.4% | -53.4% | +63.8% | +18.6% |
| 1Y | +7.6% | -65.6% | +73.3% | +20.5% |
| 3Y | +52.3% | -5.1% | +57.4% | +39.4% |
| 5Y | +64.5% | +18.5% | +46.0% | +39.4% |
| All | +889.0% | +361.4% | +527.6% | +598.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling