+229.9%
AFRM vs AVAV
+48.2%
+181.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.1% |
| 7D | -7.0% | -2.2% | -4.7% | -6.3% |
| 30D | -7.8% | -13.9% | +6.1% | -4.2% |
| 3M | +5.3% | -29.2% | +34.5% | +14.3% |
| 6M | +42.6% | -36.1% | +78.8% | +57.4% |
| YTD | -2.8% | -40.2% | +37.4% | +6.5% |
| 1Y | -19.3% | -36.2% | +16.9% | -14.6% |
| All | +229.9% | +48.2% | +181.7% | +164.7% |
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 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