+237.8%
TMUS vs AVAV
+315.4%
-77.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | -0.5% |
| 7D | +4.9% | +4.2% | +0.7% | +4.6% |
| 30D | +7.7% | -2.6% | +10.3% | +7.6% |
| 3M | -6.8% | -38.0% | +31.2% | -4.4% |
| 6M | -9.7% | -27.0% | +17.3% | -9.0% |
| YTD | -15.0% | -51.4% | +36.5% | -12.8% |
| 1Y | -19.1% | -60.2% | +41.1% | -15.8% |
| 3Y | +21.4% | -6.7% | +28.1% | +11.9% |
| 5Y | +51.2% | +28.3% | +22.9% | +30.0% |
| All | +237.8% | +315.4% | -77.7% | +138.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling