+301.8%
AMD vs AVAV
-5.8%
+307.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.5% | +0.6% | +8.4% |
| 7D | -11.0% | -10.6% | -0.5% | -8.5% |
| 30D | -30.5% | -18.8% | -11.7% | -26.9% |
| 3M | -8.2% | -34.1% | +25.9% | +0.6% |
| 6M | +6.6% | -35.3% | +41.9% | +15.4% |
| YTD | +109.7% | -53.4% | +163.1% | +136.2% |
| 1Y | +88.9% | -65.6% | +154.6% | +128.5% |
| 3Y | +301.8% | -5.1% | +306.9% | +307.3% |
| All | +301.8% | -5.8% | +307.6% | +307.3% |
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 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