+133.5%
AMT vs AVAV
+360.4%
-226.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -2.4% | +9.9% | -12.2% | -3.1% |
| 30D | +4.2% | -5.4% | +9.6% | +4.4% |
| 3M | +13.4% | -36.5% | +50.0% | +16.5% |
| 6M | +9.4% | -25.3% | +34.7% | +10.4% |
| YTD | +11.7% | -48.6% | +60.2% | +14.8% |
| 1Y | +7.1% | -62.1% | +69.2% | +12.6% |
| 3Y | +15.1% | +2.3% | +12.8% | +6.6% |
| 5Y | -17.9% | +35.4% | -53.3% | -28.1% |
| 10Y | +133.5% | +345.1% | -211.6% | +83.9% |
| All | +133.5% | +360.4% | -226.9% | +83.9% |
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