-18.5%
AMRZ vs AVAV
-41.0%
+22.5%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.3% | -2.1% |
| 7D | +1.2% | -10.6% | +11.8% | +1.5% |
| 30D | +15.1% | -18.8% | +33.9% | +15.7% |
| 3M | -18.1% | -34.1% | +16.0% | -17.0% |
| 6M | -23.5% | -35.3% | +11.9% | -22.7% |
| YTD | -21.6% | -53.4% | +31.8% | -19.5% |
| 1Y | -14.7% | -65.6% | +50.9% | -13.7% |
| All | -18.5% | -41.0% | +22.5% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling