+61.4%
AMAT vs AVAV
-68.0%
+129.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.1% | -2.2% |
| 7D | -11.2% | -10.1% | -1.1% | -9.9% |
| 30D | -31.9% | -18.7% | -13.2% | -30.0% |
| 3M | -32.3% | -33.0% | +0.7% | -29.2% |
| 6M | -5.4% | -37.2% | +31.8% | -1.0% |
| YTD | +44.3% | -53.2% | +97.4% | +54.1% |
| 1Y | +61.4% | -69.0% | +130.3% | +96.3% |
| All | +61.4% | -68.0% | +129.4% | +96.3% |
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