+344.4%
TGT vs AVAV
+478.6%
-134.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | +0.8% | -2.2% | +3.0% | +1.1% |
| 30D | +12.2% | -13.9% | +26.1% | +14.2% |
| 3M | +33.8% | -29.2% | +63.0% | +38.5% |
| 6M | +39.3% | -36.1% | +75.4% | +45.0% |
| YTD | +72.9% | -40.2% | +113.1% | +79.3% |
| 1Y | +84.6% | -36.2% | +120.8% | +87.8% |
| 3Y | +46.2% | +47.5% | -1.3% | +25.5% |
| 5Y | -21.3% | +39.3% | -60.6% | -34.2% |
| 10Y | +213.5% | +482.6% | -269.0% | +95.1% |
| All | +344.4% | +478.6% | -134.2% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling