+64.1%
MSFT vs AVAV
+18.1%
+45.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -2.2% |
| 7D | +1.7% | -10.6% | +12.3% | +2.8% |
| 30D | +0.2% | -18.8% | +19.0% | +2.3% |
| 3M | +6.4% | -34.1% | +40.5% | +11.1% |
| 6M | +28.7% | -35.3% | +64.0% | +33.4% |
| YTD | +10.4% | -53.4% | +63.8% | +17.2% |
| 1Y | +7.6% | -65.6% | +73.3% | +18.2% |
| 3Y | +52.3% | -5.1% | +57.4% | +41.2% |
| All | +64.1% | +18.1% | +45.9% | +34.7% |
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