+130.8%
AMGN vs AVAV
+39.7%
+91.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -1.5% |
| 7D | +1.1% | -2.2% | +3.3% | +1.2% |
| 30D | +7.8% | -13.9% | +21.8% | +8.3% |
| 3M | +27.3% | -29.2% | +56.5% | +28.2% |
| 6M | +16.8% | -36.1% | +53.0% | +17.8% |
| YTD | +36.3% | -40.2% | +76.5% | +36.9% |
| 1Y | +60.4% | -36.2% | +96.6% | +60.3% |
| 3Y | +86.3% | +47.5% | +38.8% | +77.1% |
| All | +130.8% | +39.7% | +91.1% | +121.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling