-97.7%
AMC vs AVAV
+258.8%
-356.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -9.8% | -2.7% | -10.6% |
| 7D | 0.0% | -24.3% | +24.3% | +5.3% |
| 30D | +4.4% | -28.9% | +33.3% | +11.2% |
| 3M | +15.4% | -39.3% | +54.6% | +25.9% |
| 6M | +93.7% | -38.8% | +132.5% | +107.7% |
| YTD | +97.4% | -57.8% | +155.2% | +121.2% |
| 1Y | +23.2% | -70.9% | +94.1% | +48.8% |
| 3Y | -71.3% | -14.8% | -56.5% | -73.8% |
| 5Y | -99.3% | +7.3% | -106.6% | -99.4% |
| 10Y | -98.7% | +325.3% | -424.1% | -99.3% |
| All | -97.7% | +258.8% | -356.5% | -98.7% |
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 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