+5,710.3%
AMD vs AVAV
+317.7%
+5,392.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.8% | -7.4% | -14.7% |
| 7D | -28.6% | -24.3% | -4.3% | -23.1% |
| 30D | -37.7% | -28.9% | -8.8% | -32.0% |
| 3M | -16.1% | -39.3% | +23.2% | -5.2% |
| 6M | +13.8% | -38.8% | +52.6% | +26.2% |
| YTD | +88.8% | -57.8% | +146.6% | +122.2% |
| 1Y | +57.8% | -70.9% | +128.7% | +103.7% |
| 3Y | +260.3% | -14.8% | +275.1% | +232.9% |
| 5Y | +196.6% | +7.3% | +189.3% | +144.0% |
| All | +5,710.3% | +317.7% | +5,392.7% | +3,537.1% |
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