-13.5%
AMT vs AVAV
+28.1%
-41.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.1% |
| 7D | +1.5% | +4.2% | -2.7% | +1.3% |
| 30D | +6.8% | -2.6% | +9.4% | +6.8% |
| 3M | +11.2% | -38.0% | +49.2% | +13.1% |
| 6M | +12.5% | -27.0% | +39.5% | +13.2% |
| YTD | +12.5% | -51.4% | +63.9% | +14.9% |
| 1Y | +10.1% | -60.2% | +70.3% | +13.4% |
| 3Y | +16.0% | -6.7% | +22.7% | +8.3% |
| All | -13.5% | +28.1% | -41.6% | -25.7% |
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