+553.3%
TTMI vs AVAV
+351.0%
+202.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +10.5% | -3.6% | +4.3% |
| 7D | -19.8% | -10.6% | -9.2% | -17.3% |
| 30D | -48.1% | -18.8% | -29.3% | -45.2% |
| 3M | -51.2% | -34.1% | -17.1% | -46.2% |
| 6M | -59.6% | -35.3% | -24.3% | -56.2% |
| YTD | -3.6% | -53.4% | +49.8% | +9.3% |
| 1Y | -2.3% | -65.6% | +63.3% | +19.4% |
| 3Y | +369.4% | -5.1% | +374.4% | +321.6% |
| 5Y | +365.4% | +18.5% | +346.9% | +271.0% |
| 10Y | +413.2% | +369.8% | +43.4% | +148.7% |
| All | +553.3% | +351.0% | +202.3% | +143.2% |
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