+209.9%
AMGN vs AVAV
+516.1%
-306.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | +2.9% | -12.9% | -10.3% |
| 7D | -10.3% | +3.2% | -13.5% | -10.5% |
| 30D | -3.8% | -20.3% | +16.6% | -2.5% |
| 3M | +14.4% | -19.4% | +33.8% | +15.4% |
| 6M | +7.8% | -35.3% | +43.1% | +9.9% |
| YTD | +22.6% | -38.5% | +61.1% | +24.2% |
| 1Y | +44.2% | -37.2% | +81.4% | +45.2% |
| 3Y | +65.8% | +31.1% | +34.7% | +53.2% |
| 5Y | +108.0% | +41.0% | +67.0% | +86.4% |
| 10Y | +209.9% | +508.8% | -298.9% | +114.8% |
| All | +209.9% | +516.1% | -306.2% | +114.8% |
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