+2,209.5%
AMD vs AVAV
+308.3%
+1,901.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -9.8% | -7.4% | -14.6% |
| 7D | -28.6% | -24.3% | -4.3% | -22.8% |
| 30D | -37.7% | -28.9% | -8.8% | -31.6% |
| 3M | -16.1% | -39.3% | +23.2% | -4.5% |
| 6M | +13.8% | -38.8% | +52.6% | +27.0% |
| YTD | +88.8% | -57.8% | +146.6% | +124.6% |
| 1Y | +57.8% | -70.9% | +128.7% | +106.9% |
| 3Y | +260.3% | -14.8% | +275.1% | +230.7% |
| 5Y | +196.6% | +7.3% | +189.3% | +141.3% |
| 10Y | +6,064.6% | +325.3% | +5,739.3% | +2,921.6% |
| All | +2,209.5% | +308.3% | +1,901.2% | +863.1% |
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 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