+512.0%
AMT vs AVAV
+478.6%
+33.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.9% |
| 7D | -0.2% | -2.2% | +2.0% | 0.0% |
| 30D | +4.6% | -13.9% | +18.6% | +6.1% |
| 3M | -8.4% | -29.2% | +20.8% | -6.0% |
| 6M | -6.0% | -36.1% | +30.1% | -3.0% |
| YTD | +2.1% | -40.2% | +42.3% | +5.1% |
| 1Y | -6.4% | -36.2% | +29.8% | -5.1% |
| 3Y | +8.1% | +47.5% | -39.5% | -6.0% |
| 5Y | -31.9% | +39.3% | -71.2% | -42.0% |
| 10Y | +97.1% | +482.6% | -385.4% | +25.7% |
| All | +512.0% | +478.6% | +33.4% | +236.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling