+199.0%
AMD vs AVAV
+18.1%
+180.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +10.5% | +0.6% | +8.3% |
| 7D | -11.0% | -10.6% | -0.5% | -8.2% |
| 30D | -30.5% | -18.8% | -11.7% | -26.5% |
| 3M | -8.2% | -34.1% | +25.9% | +1.6% |
| 6M | +6.6% | -35.3% | +41.9% | +16.3% |
| YTD | +109.7% | -53.4% | +163.1% | +140.1% |
| 1Y | +88.9% | -65.6% | +154.6% | +133.9% |
| 3Y | +301.8% | -5.1% | +306.9% | +255.8% |
| All | +199.0% | +18.1% | +180.9% | +104.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling