-98.1%
AMC vs AVAV
+408.4%
-506.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.7% | +6.1% | +4.7% |
| 7D | +2.3% | -2.2% | +4.5% | +2.7% |
| 30D | -0.7% | -13.9% | +13.2% | +1.7% |
| 3M | +35.2% | -29.2% | +64.4% | +42.2% |
| 6M | +124.6% | -36.1% | +160.7% | +138.6% |
| YTD | +69.9% | -40.2% | +110.1% | +78.7% |
| 1Y | -2.6% | -36.2% | +33.6% | 0.0% |
| 3Y | -79.8% | +47.5% | -127.3% | -84.0% |
| 5Y | -99.4% | +39.3% | -138.7% | -99.5% |
| 10Y | -98.9% | +482.6% | -581.4% | -99.4% |
| All | -98.1% | +408.4% | -506.5% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling