+326.6%
AVAV vs FDS
+644.2%
-317.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.5% | -9.3% | -9.7% |
| 7D | -24.3% | +6.4% | -30.7% | -26.2% |
| 30D | -28.9% | +25.2% | -54.1% | -34.9% |
| 3M | -39.3% | +22.9% | -62.2% | -44.4% |
| 6M | -38.8% | +56.5% | -95.3% | -50.0% |
| YTD | -57.8% | +19.0% | -76.8% | -62.0% |
| 1Y | -70.9% | +32.7% | -103.6% | -75.0% |
| 3Y | -14.8% | -20.4% | +5.6% | -12.4% |
| 5Y | +7.3% | -19.6% | +26.9% | +8.1% |
| 10Y | +325.3% | +148.5% | +176.8% | +162.6% |
| All | +326.6% | +644.2% | -317.7% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling