-5.4%
AMAT vs AVAV
-39.0%
+33.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -8.3% | +5.1% | -2.1% |
| 7D | -11.2% | -10.1% | -1.1% | -9.7% |
| 30D | -31.9% | -18.7% | -13.2% | -29.9% |
| 3M | -32.3% | -33.0% | +0.7% | -29.2% |
| 6M | -5.4% | -37.2% | +31.8% | +0.8% |
| All | -5.4% | -39.0% | +33.6% | +0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling