+34.5%
AVAV vs FDS
-22.8%
+57.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.5% | -2.7% |
| 7D | 0.0% | -2.0% | +2.0% | +0.2% |
| 30D | -9.9% | +13.5% | -23.4% | -12.7% |
| 3M | -34.7% | +15.2% | -49.9% | -37.2% |
| 6M | -26.6% | +47.0% | -73.7% | -34.2% |
| YTD | -48.9% | +13.9% | -62.8% | -50.9% |
| 1Y | -63.0% | +25.2% | -88.2% | -65.5% |
| 3Y | +1.6% | -25.3% | +26.9% | +10.2% |
| 5Y | +34.5% | -23.3% | +57.8% | +32.8% |
| All | +34.5% | -22.8% | +57.3% | +32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling