+62.5%
AME vs AVAV
-5.8%
+68.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +10.5% | -7.9% | +1.8% |
| 7D | -5.2% | -10.6% | +5.4% | -4.5% |
| 30D | -8.0% | -18.8% | +10.8% | -6.9% |
| 3M | -8.9% | -34.1% | +25.2% | -6.8% |
| 6M | -5.0% | -35.3% | +30.3% | -3.2% |
| YTD | +11.9% | -53.4% | +65.3% | +15.0% |
| 1Y | +16.6% | -65.6% | +82.3% | +22.3% |
| 3Y | +62.5% | -5.1% | +67.5% | +49.1% |
| All | +62.5% | -5.8% | +68.3% | +49.1% |
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 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