+40.4%
AVAV vs FDS
-17.4%
+57.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.9% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | -13.9% | +9.0% | -22.9% | -15.7% |
| 3M | -29.2% | +18.9% | -48.1% | -32.5% |
| 6M | -36.1% | +35.1% | -71.3% | -41.3% |
| YTD | -40.2% | +5.5% | -45.7% | -41.2% |
| 1Y | -36.2% | -16.8% | -19.4% | -33.0% |
| 3Y | +47.5% | -28.1% | +75.6% | +60.1% |
| All | +40.4% | -17.4% | +57.8% | +32.7% |
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