+140.1%
AMT vs AVAV
+327.1%
-187.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.6% | -0.1% |
| 7D | -2.2% | +18.4% | -20.5% | -3.3% |
| 30D | +5.8% | -4.9% | +10.7% | +5.9% |
| 3M | +12.6% | -37.7% | +50.2% | +15.8% |
| 6M | +8.3% | -28.4% | +36.7% | +9.6% |
| YTD | +11.4% | -50.0% | +61.5% | +14.8% |
| 1Y | +7.7% | -62.6% | +70.3% | +13.3% |
| 3Y | +14.8% | -0.6% | +15.4% | +6.5% |
| 5Y | -18.0% | +31.9% | -49.9% | -28.1% |
| All | +140.1% | +327.1% | -187.0% | +87.2% |
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