+95.5%
AMD vs AVAV
-68.0%
+163.5%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -8.3% | +9.3% | +2.8% |
| 7D | -15.5% | -10.1% | -5.4% | -13.5% |
| 30D | -22.6% | -18.7% | -3.9% | -19.2% |
| 3M | -5.7% | -33.0% | +27.3% | +2.1% |
| 6M | +43.1% | -37.2% | +80.3% | +54.0% |
| YTD | +128.2% | -53.2% | +181.4% | +146.5% |
| 1Y | +95.5% | -69.0% | +164.5% | +141.0% |
| All | +95.5% | -68.0% | +163.5% | +141.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling