-62.1%
AVAV vs FDS
+27.2%
-89.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | +0.5% |
| 7D | +9.9% | -2.1% | +12.0% | +10.0% |
| 30D | -5.4% | +16.0% | -21.4% | -7.3% |
| 3M | -36.5% | +18.8% | -55.3% | -38.2% |
| 6M | -25.3% | +54.1% | -79.4% | -30.5% |
| YTD | -48.6% | +17.0% | -65.6% | -49.3% |
| 1Y | -62.1% | +25.5% | -87.6% | -61.2% |
| All | -62.1% | +27.2% | -89.3% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling