+126.7%
AMAT vs AVAV
+18.1%
+108.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +10.5% | -6.2% | +2.2% |
| 7D | -14.7% | -10.6% | -4.1% | -12.8% |
| 30D | -36.1% | -18.8% | -17.3% | -33.5% |
| 3M | -36.9% | -34.1% | -2.8% | -32.1% |
| 6M | -22.2% | -35.3% | +13.1% | -17.3% |
| YTD | +29.9% | -53.4% | +83.3% | +43.6% |
| 1Y | +43.3% | -65.6% | +108.9% | +68.2% |
| 3Y | +142.7% | -5.1% | +147.7% | +119.3% |
| All | +126.7% | +18.1% | +108.6% | +67.1% |
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