+39.5%
TMUS vs AVAV
+48.2%
-8.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.7% | -3.5% |
| 7D | +0.1% | -2.2% | +2.3% | 0.0% |
| 30D | +5.3% | -13.9% | +19.2% | +4.8% |
| 3M | +3.1% | -29.2% | +32.4% | +2.7% |
| 6M | -16.5% | -36.1% | +19.7% | -16.8% |
| YTD | -9.2% | -40.2% | +31.0% | -9.5% |
| 1Y | -26.5% | -36.2% | +9.7% | -26.7% |
| All | +39.5% | +48.2% | -8.8% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling