+18.4%
AMCR vs AVAV
+2.7%
+15.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +12.6% | -12.0% | +0.1% |
| 7D | -7.9% | +3.2% | -11.1% | -8.1% |
| 30D | +8.2% | -7.4% | +15.6% | +8.4% |
| 3M | -4.3% | -32.0% | +27.7% | -3.0% |
| 6M | +16.6% | -24.6% | +41.1% | +17.3% |
| YTD | +13.1% | -47.5% | +60.6% | +13.9% |
| 1Y | +14.4% | -61.5% | +75.9% | +16.6% |
| 3Y | +18.4% | +5.5% | +12.9% | +12.5% |
| All | +18.4% | +2.7% | +15.6% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling