+22.4%
AMCR vs AVAV
+358.8%
-336.4%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.4% |
| 7D | -3.8% | 0.0% | -3.7% | -4.0% |
| 30D | +8.3% | -9.9% | +18.2% | +9.1% |
| 3M | -2.7% | -34.7% | +32.0% | +0.9% |
| 6M | +16.7% | -26.6% | +43.3% | +18.6% |
| YTD | +13.2% | -48.9% | +62.2% | +17.3% |
| 1Y | +13.7% | -63.0% | +76.7% | +21.6% |
| 3Y | +17.4% | +1.6% | +15.9% | +7.2% |
| 5Y | -5.9% | +34.5% | -40.4% | -19.8% |
| 10Y | +22.4% | +359.3% | -336.9% | -8.3% |
| All | +22.4% | +358.8% | -336.4% | -8.3% |
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