-14.7%
AMRZ vs AVAV
-24.3%
+9.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.4% |
| 7D | -1.9% | -2.2% | +0.3% | -1.8% |
| 30D | -16.9% | -13.9% | -3.0% | -16.5% |
| 3M | -19.2% | -29.2% | +10.0% | -18.4% |
| 6M | -29.3% | -36.1% | +6.9% | -28.7% |
| YTD | -18.0% | -40.2% | +22.2% | -16.4% |
| 1Y | -15.1% | -36.2% | +21.1% | -10.1% |
| All | -14.7% | -24.3% | +9.6% | -5.4% |
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