+379.1%
AVAV vs USFR
+28.5%
+350.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | 0.0% | +12.6% | +12.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -7.4% | +0.4% | -7.8% | -7.3% |
| 3M | -32.0% | +1.1% | -33.1% | -31.9% |
| 6M | -24.6% | +2.0% | -26.6% | -24.4% |
| YTD | -47.5% | +3.4% | -50.9% | -47.5% |
| 1Y | -61.5% | +4.1% | -65.6% | -61.5% |
| 3Y | +5.5% | +14.3% | -8.9% | +5.7% |
| 5Y | +35.7% | +21.3% | +14.4% | +35.2% |
| 10Y | +379.1% | +28.5% | +350.6% | +374.6% |
| All | +379.1% | +28.5% | +350.6% | +374.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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