+80.0%
AVAV vs FGI
-70.3%
+150.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | 0.0% | -9.8% | -9.8% |
| 7D | -24.3% | -11.6% | -12.7% | -24.1% |
| 30D | -28.9% | -3.3% | -25.6% | -28.8% |
| 3M | -39.3% | +65.6% | -104.8% | -40.8% |
| 6M | -38.8% | -2.8% | -36.0% | -39.5% |
| YTD | -57.8% | +30.1% | -87.9% | -59.2% |
| 1Y | -70.9% | +50.2% | -121.1% | -72.2% |
| 3Y | -14.8% | -0.4% | -14.4% | -20.1% |
| All | +80.0% | -70.3% | +150.3% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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