+264.1%
AMKR vs AVAV
+394.0%
-129.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.7% | +1.2% | -0.8% |
| 7D | -8.4% | 0.0% | -8.3% | -8.2% |
| 30D | -29.8% | -9.9% | -19.9% | -27.8% |
| 3M | -34.7% | -34.7% | 0.0% | -27.3% |
| 6M | -54.9% | -26.6% | -28.3% | -52.8% |
| YTD | -12.3% | -48.9% | +36.7% | -2.6% |
| 1Y | -1.4% | -63.0% | +61.6% | +19.1% |
| 3Y | +51.1% | +1.6% | +49.5% | +28.7% |
| 5Y | +62.6% | +34.5% | +28.1% | +18.6% |
| 10Y | +233.1% | +359.3% | -126.2% | +58.7% |
| All | +264.1% | +394.0% | -129.9% | +37.8% |
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 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