+98.8%
AVAV vs FGI
-70.6%
+169.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.8% | +11.2% | +10.5% |
| 7D | -10.6% | -7.0% | -3.6% | -10.4% |
| 30D | -18.8% | -4.2% | -14.6% | -18.7% |
| 3M | -34.1% | +55.6% | -89.7% | -35.6% |
| 6M | -35.3% | -3.2% | -32.2% | -36.2% |
| YTD | -53.4% | +29.1% | -82.5% | -54.9% |
| 1Y | -65.6% | +51.0% | -116.6% | -67.2% |
| 3Y | -5.1% | +1.5% | -6.6% | -11.2% |
| All | +98.8% | -70.6% | +169.4% | +98.0% |
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