+328.1%
AMGN vs AVAV
+423.1%
-95.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.6% | -11.5% | +0.3% |
| 7D | 0.0% | +3.2% | -3.2% | -0.3% |
| 30D | +12.1% | -7.4% | +19.5% | +12.4% |
| 3M | +13.9% | -32.0% | +45.9% | +16.1% |
| 6M | +42.1% | -24.6% | +66.7% | +43.2% |
| YTD | +45.0% | -47.5% | +92.6% | +47.8% |
| 1Y | +49.3% | -61.5% | +110.8% | +55.4% |
| 3Y | +92.8% | +5.5% | +87.3% | +80.9% |
| 5Y | +156.7% | +35.7% | +121.0% | +129.9% |
| 10Y | +328.1% | +379.1% | -51.0% | +235.6% |
| All | +328.1% | +423.1% | -95.0% | +235.6% |
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