+47.2%
AVAV vs FRSH
-72.5%
+119.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | 0.0% | -16.0% | +16.0% | +3.1% |
| 30D | -9.9% | -14.7% | +4.7% | -7.4% |
| 3M | -34.7% | -0.8% | -33.9% | -34.8% |
| 6M | -26.6% | +34.5% | -61.2% | -31.2% |
| YTD | -48.9% | -3.0% | -45.9% | -49.7% |
| 1Y | -63.0% | +4.9% | -67.9% | -64.1% |
| 3Y | +1.6% | -31.9% | +33.5% | +3.4% |
| 5Y | +34.5% | -68.7% | +103.2% | +28.0% |
| All | +47.2% | -72.5% | +119.8% | +39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling