+37.7%
TMUS vs AVAV
+7.1%
+30.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.8% | +10.7% | +0.9% |
| 7D | +9.0% | -24.3% | +33.3% | +9.2% |
| 30D | -3.2% | -28.9% | +25.7% | -3.0% |
| 3M | -6.9% | -39.3% | +32.4% | -6.5% |
| 6M | -16.4% | -38.8% | +22.3% | -16.2% |
| YTD | -19.6% | -57.8% | +38.2% | -18.9% |
| 1Y | -19.9% | -70.9% | +51.0% | -18.0% |
| 3Y | +14.5% | -14.8% | +29.3% | +6.7% |
| 5Y | +37.7% | +7.3% | +30.4% | +27.6% |
| All | +37.7% | +7.1% | +30.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling