-69.0%
AVAV vs FHN
+14.6%
-83.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +1.7% | -10.0% | -9.0% |
| 7D | -10.1% | +2.3% | -12.4% | -10.9% |
| 30D | -18.7% | +1.6% | -20.3% | -19.2% |
| 3M | -33.0% | -8.4% | -24.6% | -31.0% |
| 6M | -37.2% | -2.3% | -34.9% | -37.2% |
| YTD | -53.2% | +1.5% | -54.7% | -53.2% |
| 1Y | -69.0% | +15.0% | -84.0% | -69.9% |
| All | -69.0% | +14.6% | -83.6% | -69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 1y: compounded portfolio wealth divided by compounded FHN 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…
1y analysis · Full analysis span regression · 6 months rolling