+112.7%
AMT vs AVAV
+361.4%
-248.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +10.5% | -13.1% | -3.3% |
| 7D | +0.5% | -10.6% | +11.1% | +1.1% |
| 30D | +13.6% | -18.8% | +32.4% | +14.9% |
| 3M | +11.5% | -34.1% | +45.6% | +14.1% |
| 6M | +6.9% | -35.3% | +42.3% | +8.9% |
| YTD | +10.8% | -53.4% | +64.2% | +14.6% |
| 1Y | +10.3% | -65.6% | +76.0% | +16.5% |
| 3Y | +12.4% | -5.1% | +17.5% | +4.8% |
| 5Y | -20.1% | +18.5% | -38.6% | -29.0% |
| All | +112.7% | +361.4% | -248.7% | +88.8% |
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