-20.2%
AMRZ vs AVAV
-38.5%
+18.3%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.9% | +0.2% |
| 7D | -2.1% | +4.2% | -6.3% | -2.2% |
| 30D | +13.0% | -2.6% | +15.5% | +13.0% |
| 3M | -12.1% | -38.0% | +25.9% | -10.8% |
| 6M | -19.1% | -27.0% | +7.9% | -18.6% |
| YTD | -23.3% | -51.4% | +28.2% | -21.3% |
| 1Y | -16.6% | -60.2% | +43.7% | -15.3% |
| All | -20.2% | -38.5% | +18.3% | -11.0% |
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