+145.7%
AMDL vs AVAV
-18.7%
+164.4%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.9% | +14.7% | +13.5% |
| 7D | +103.5% | +18.4% | +85.2% | +87.6% |
| 30D | -18.3% | -4.9% | -13.4% | -13.2% |
| 3M | +20.1% | -37.7% | +57.7% | +56.4% |
| 6M | +15.9% | -28.4% | +44.3% | +36.5% |
| YTD | +303.0% | -50.0% | +353.1% | +427.4% |
| 1Y | +164.0% | -62.6% | +226.6% | +309.7% |
| All | +145.7% | -18.7% | +164.4% | +79.6% |
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