+247.2%
AMAT vs AVAV
+39.7%
+207.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.6% |
| 7D | -1.5% | -2.2% | +0.7% | -1.1% |
| 30D | -14.8% | -13.9% | -0.9% | -12.7% |
| 3M | -9.3% | -29.2% | +20.0% | -4.4% |
| 6M | +27.4% | -36.1% | +63.5% | +35.2% |
| YTD | +77.6% | -40.2% | +117.8% | +87.7% |
| 1Y | +188.9% | -36.2% | +225.2% | +198.9% |
| 3Y | +202.3% | +47.5% | +154.8% | +151.7% |
| All | +247.2% | +39.7% | +207.5% | +158.7% |
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