+345.1%
AVAV vs AMP
+476.7%
-131.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | +9.9% | -1.1% | +10.9% | +10.6% |
| 30D | -5.4% | +4.4% | -9.8% | -7.3% |
| 3M | -36.5% | -7.3% | -29.2% | -34.4% |
| 6M | -25.3% | +12.9% | -38.2% | -29.6% |
| YTD | -48.6% | +7.5% | -56.0% | -50.6% |
| 1Y | -62.1% | +13.3% | -75.4% | -64.5% |
| 3Y | +2.3% | +60.8% | -58.5% | -19.5% |
| 5Y | +35.4% | +82.7% | -47.3% | -2.4% |
| 10Y | +345.1% | +468.7% | -123.6% | +79.4% |
| All | +345.1% | +476.7% | -131.6% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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