+100.2%
AMCR vs AVAV
+518.4%
-418.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.1% |
| 7D | -1.9% | -2.2% | +0.4% | -1.7% |
| 30D | -4.1% | -13.9% | +9.8% | -3.1% |
| 3M | +21.7% | -29.2% | +50.9% | +24.2% |
| 6M | +1.5% | -36.1% | +37.6% | +3.9% |
| YTD | +13.1% | -40.2% | +53.3% | +15.3% |
| 1Y | +13.0% | -36.2% | +49.2% | +13.8% |
| 3Y | +6.9% | +47.5% | -40.6% | -2.5% |
| 5Y | -10.5% | +39.3% | -49.7% | -19.5% |
| 10Y | +20.9% | +482.6% | -461.7% | +4.4% |
| All | +100.2% | +518.4% | -418.2% | +72.4% |
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