+63.3%
MSFT vs AVAV
+35.3%
+28.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -6.2% | +9.9% | -16.1% | -7.4% |
| 30D | -3.7% | -5.4% | +1.7% | -3.4% |
| 3M | +3.6% | -36.5% | +40.2% | +8.7% |
| 6M | +26.8% | -25.3% | +52.1% | +29.2% |
| YTD | +8.4% | -48.6% | +57.0% | +13.7% |
| 1Y | +3.3% | -62.1% | +65.4% | +12.1% |
| 3Y | +44.3% | +2.3% | +42.0% | +32.7% |
| 5Y | +63.3% | +35.4% | +28.0% | +33.5% |
| All | +63.3% | +35.3% | +28.0% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling