+28.7%
MSFT vs AVAV
-32.4%
+61.1%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.5% | -2.2% |
| 7D | +1.7% | -10.6% | +12.3% | +2.9% |
| 30D | +0.2% | -18.8% | +19.0% | +2.6% |
| 3M | +6.4% | -34.1% | +40.5% | +11.9% |
| 6M | +28.7% | -35.3% | +64.0% | +34.5% |
| All | +28.7% | -32.4% | +61.1% | +34.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling