-5.1%
AVAV vs FHN
+114.0%
-119.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.6% |
| 7D | -10.6% | -1.0% | -9.6% | -10.2% |
| 30D | -18.8% | +0.2% | -19.0% | -18.8% |
| 3M | -34.1% | -9.0% | -25.1% | -31.5% |
| 6M | -35.3% | -6.8% | -28.5% | -33.5% |
| YTD | -53.4% | -1.5% | -51.9% | -53.2% |
| 1Y | -65.6% | +10.9% | -76.6% | -67.2% |
| 3Y | -5.1% | +119.4% | -124.4% | -31.7% |
| All | -5.1% | +114.0% | -119.1% | -31.7% |
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