+51.8%
AVAV vs FHN
+118.6%
-66.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -13.9% | -4.7% | -9.2% | -12.5% |
| 3M | -29.2% | +3.5% | -32.8% | -30.3% |
| 6M | -36.1% | +7.8% | -43.9% | -37.9% |
| YTD | -40.2% | +5.9% | -46.1% | -41.5% |
| 1Y | -36.2% | +12.5% | -48.7% | -39.2% |
| All | +51.8% | +118.6% | -66.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling