+504.5%
AVAV vs FHN
+7.2%
+497.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | -2.2% | +1.2% | -3.4% | -2.5% |
| 30D | -13.9% | -4.7% | -9.2% | -12.9% |
| 3M | -29.2% | +3.5% | -32.8% | -29.9% |
| 6M | -36.1% | +7.8% | -43.9% | -37.3% |
| YTD | -40.2% | +5.9% | -46.1% | -41.1% |
| 1Y | -36.2% | +12.5% | -48.7% | -38.3% |
| 3Y | +47.5% | +117.2% | -69.7% | +20.1% |
| 5Y | +39.3% | +86.5% | -47.3% | +13.2% |
| 10Y | +482.6% | +125.7% | +356.8% | +332.0% |
| All | +504.5% | +7.2% | +497.3% | +390.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling