-17.9%
TMUS vs AVAV
-63.2%
+45.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | -0.8% |
| 7D | +6.5% | +18.4% | -11.9% | +7.8% |
| 30D | +11.3% | -4.9% | +16.2% | +11.0% |
| 3M | -2.9% | -37.7% | +34.8% | -5.3% |
| 6M | -10.5% | -28.4% | +17.9% | -11.3% |
| YTD | -14.4% | -50.0% | +35.6% | -16.0% |
| 1Y | -17.9% | -62.6% | +44.7% | -17.6% |
| All | -17.9% | -63.2% | +45.3% | -17.6% |
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 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