+1,788.8%
AME vs AVAV
+478.6%
+1,310.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.8% |
| 7D | +0.6% | -2.2% | +2.8% | +1.0% |
| 30D | -6.7% | -13.9% | +7.2% | -4.4% |
| 3M | +4.1% | -29.2% | +33.3% | +9.1% |
| 6M | +1.6% | -36.1% | +37.7% | +7.3% |
| YTD | +16.1% | -40.2% | +56.3% | +21.6% |
| 1Y | +27.3% | -36.2% | +63.5% | +29.8% |
| 3Y | +50.9% | +47.5% | +3.3% | +21.1% |
| 5Y | +81.4% | +39.3% | +42.1% | +39.5% |
| 10Y | +417.0% | +482.6% | -65.6% | +153.7% |
| All | +1,788.8% | +478.6% | +1,310.2% | +709.7% |
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 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