+220.9%
AFRM vs AVAV
-14.7%
+235.6%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -9.8% | +2.0% | -5.0% |
| 7D | -6.9% | -24.3% | +17.4% | +0.6% |
| 30D | -7.0% | -28.9% | +21.9% | +2.3% |
| 3M | -11.2% | -39.3% | +28.0% | +1.6% |
| 6M | +4.3% | -38.8% | +43.0% | +16.5% |
| YTD | -6.4% | -57.8% | +51.4% | +13.0% |
| 1Y | -2.6% | -70.9% | +68.3% | +33.1% |
| All | +220.9% | -14.7% | +235.6% | +195.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling