+85.8%
AMDL vs AVAV
-67.9%
+153.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.3% | +10.5% | +11.8% | +17.0% |
| 7D | -26.2% | -10.6% | -15.6% | -20.8% |
| 30D | -57.1% | -18.8% | -38.3% | -51.8% |
| 3M | -29.8% | -34.1% | +4.3% | -14.9% |
| 6M | -22.2% | -35.3% | +13.1% | -6.9% |
| YTD | +142.1% | -53.4% | +195.5% | +199.0% |
| 1Y | +85.8% | -65.6% | +151.5% | +154.7% |
| All | +85.8% | -67.9% | +153.7% | +154.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling