+16.8%
AMCR vs AVAV
+478.0%
-461.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.6% | -2.2% |
| 7D | -6.3% | -3.2% | -3.1% | -6.0% |
| 30D | -7.1% | -25.6% | +18.4% | -4.6% |
| 3M | +12.7% | -20.2% | +32.9% | +14.4% |
| 6M | +5.2% | -38.1% | +43.2% | +8.7% |
| YTD | +8.1% | -41.8% | +49.9% | +11.0% |
| 1Y | +11.7% | -39.0% | +50.8% | +13.1% |
| 3Y | +9.9% | +24.1% | -14.2% | -1.4% |
| 5Y | -8.7% | +53.0% | -61.7% | -22.7% |
| 10Y | +16.8% | +493.8% | -477.0% | -12.3% |
| All | +16.8% | +478.0% | -461.2% | -12.3% |
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