+922.9%
MSFT vs AVAV
+358.8%
+564.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.5% | -1.8% |
| 7D | +2.3% | 0.0% | +2.4% | +2.0% |
| 30D | -0.4% | -9.9% | +9.6% | +0.7% |
| 3M | +5.6% | -34.7% | +40.3% | +11.3% |
| 6M | +29.0% | -26.6% | +55.6% | +32.2% |
| YTD | +10.9% | -48.9% | +59.9% | +17.6% |
| 1Y | +6.2% | -63.0% | +69.2% | +17.7% |
| 3Y | +47.6% | +1.6% | +46.0% | +33.7% |
| 5Y | +67.9% | +34.5% | +33.4% | +39.3% |
| 10Y | +922.9% | +359.3% | +563.6% | +600.3% |
| All | +922.9% | +358.8% | +564.1% | +600.3% |
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