+1,315.3%
AMAT vs AVAV
+423.1%
+892.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +12.6% | -1.2% | +8.3% |
| 7D | -1.1% | +3.2% | -4.2% | -1.7% |
| 30D | -26.9% | -7.4% | -19.5% | -25.5% |
| 3M | -31.2% | -32.0% | +0.8% | -25.2% |
| 6M | -14.7% | -24.6% | +9.9% | -11.4% |
| YTD | +44.7% | -47.5% | +92.2% | +59.0% |
| 1Y | +62.0% | -61.5% | +123.4% | +91.6% |
| 3Y | +165.0% | +5.5% | +159.5% | +125.7% |
| 5Y | +147.1% | +35.7% | +111.4% | +83.7% |
| 10Y | +1,315.3% | +379.1% | +936.2% | +661.5% |
| All | +1,315.3% | +423.1% | +892.2% | +661.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling