+265.1%
MU vs AVAV
-68.0%
+333.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -8.3% | +1.3% | -6.5% |
| 7D | -19.1% | -10.1% | -9.0% | -18.5% |
| 30D | -25.2% | -18.7% | -6.5% | -24.4% |
| 3M | -10.9% | -33.0% | +22.1% | -9.1% |
| 6M | +38.0% | -37.2% | +75.2% | +41.1% |
| YTD | +178.8% | -53.2% | +232.0% | +183.5% |
| 1Y | +265.1% | -69.0% | +334.1% | +286.8% |
| All | +265.1% | -68.0% | +333.2% | +286.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling