+19.6%
AVAV vs FDS
-22.8%
+42.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -3.7% | +14.2% | +11.2% |
| 7D | -10.6% | -0.5% | -10.1% | -10.7% |
| 30D | -18.8% | +20.2% | -39.0% | -22.3% |
| 3M | -34.1% | +19.9% | -54.0% | -37.2% |
| 6M | -35.3% | +56.2% | -91.5% | -42.9% |
| YTD | -53.4% | +14.6% | -67.9% | -55.2% |
| 1Y | -65.6% | +31.6% | -97.2% | -68.5% |
| 3Y | -5.1% | -23.8% | +18.8% | +2.1% |
| All | +19.6% | -22.8% | +42.3% | +18.9% |
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