-98.7%
AMC vs AVAV
+361.4%
-460.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.5% | -8.5% | -0.1% |
| 7D | +2.6% | -10.6% | +13.2% | +4.7% |
| 30D | +9.0% | -18.8% | +27.8% | +13.1% |
| 3M | +22.2% | -34.1% | +56.3% | +31.2% |
| 6M | +91.5% | -35.3% | +126.8% | +103.1% |
| YTD | +101.3% | -53.4% | +154.7% | +121.2% |
| 1Y | +20.8% | -65.6% | +86.4% | +41.4% |
| 3Y | -71.3% | -5.1% | -66.3% | -74.5% |
| 5Y | -99.2% | +18.5% | -117.8% | -99.4% |
| All | -98.7% | +361.4% | -460.1% | -99.4% |
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