-21.6%
AFRM vs AVAV
+17.9%
-39.5%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -8.3% | +13.4% | +8.7% |
| 7D | +3.1% | -10.1% | +13.2% | +7.4% |
| 30D | +1.1% | -18.7% | +19.8% | +10.0% |
| 3M | -3.2% | -33.0% | +29.8% | +13.4% |
| 6M | +12.7% | -37.2% | +49.9% | +30.1% |
| YTD | +1.6% | -53.2% | +54.7% | +26.4% |
| 1Y | +5.9% | -69.0% | +74.8% | +61.2% |
| 3Y | +237.0% | -5.5% | +242.5% | +132.6% |
| 5Y | -55.1% | +20.1% | -75.3% | -74.8% |
| All | -21.6% | +17.9% | -39.5% | -57.7% |
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 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