+20.7%
AMDL vs AVAV
-31.3%
+52.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.9% | -9.8% | -25.0% | -29.6% |
| 7D | -52.7% | -24.3% | -28.4% | -43.8% |
| 30D | -65.3% | -28.9% | -36.4% | -57.6% |
| 3M | -40.8% | -39.3% | -1.6% | -22.5% |
| 6M | -12.9% | -38.8% | +25.9% | +11.2% |
| YTD | +98.0% | -57.8% | +155.8% | +181.1% |
| 1Y | +30.1% | -70.9% | +101.0% | +131.4% |
| All | +20.7% | -31.3% | +52.0% | -4.3% |
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