+46.2%
MSFT vs AVAV
-3.9%
+50.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | -1.3% | +4.2% | -5.5% | -1.7% |
| 30D | -1.8% | -2.6% | +0.7% | -1.9% |
| 3M | +5.6% | -38.0% | +43.6% | +10.3% |
| 6M | +29.8% | -27.0% | +56.8% | +32.4% |
| YTD | +9.0% | -51.4% | +60.4% | +14.1% |
| 1Y | +4.9% | -60.2% | +65.2% | +11.7% |
| 3Y | +46.2% | -6.7% | +52.9% | +43.6% |
| All | +46.2% | -3.9% | +50.1% | +43.6% |
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 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