+53.3%
MSFT vs AVAV
+48.2%
+5.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.7% | -0.3% | -1.9% |
| 7D | -2.7% | -2.2% | -0.5% | -2.5% |
| 30D | +2.7% | -13.9% | +16.6% | +4.1% |
| 3M | +17.0% | -29.2% | +46.2% | +20.0% |
| 6M | +23.8% | -36.1% | +60.0% | +27.6% |
| YTD | +4.0% | -40.2% | +44.2% | +6.9% |
| 1Y | -0.8% | -36.2% | +35.4% | +1.2% |
| All | +53.3% | +48.2% | +5.1% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling