+44.1%
AVAV vs FRSH
-70.7%
+114.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.9% | -7.7% | -3.7% |
| 7D | +18.4% | -0.2% | +18.6% | +18.2% |
| 30D | -4.9% | -8.8% | +3.9% | -3.5% |
| 3M | -37.7% | +8.8% | -46.5% | -38.8% |
| 6M | -28.4% | +49.1% | -77.5% | -34.1% |
| YTD | -50.0% | +3.4% | -53.5% | -51.3% |
| 1Y | -62.6% | +8.8% | -71.5% | -64.0% |
| 3Y | -0.6% | -27.4% | +26.8% | 0.0% |
| 5Y | +31.9% | -66.4% | +98.3% | +24.1% |
| All | +44.1% | -70.7% | +114.8% | +35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling