+508.8%
AVAV vs USFR
+28.1%
+480.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.9% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | -20.3% | +0.3% | -20.6% | -20.3% |
| 3M | -19.4% | +1.0% | -20.4% | -19.3% |
| 6M | -35.3% | +1.9% | -37.2% | -35.2% |
| YTD | -38.5% | +2.7% | -41.1% | -38.4% |
| 1Y | -37.2% | +4.0% | -41.2% | -37.1% |
| 3Y | +31.1% | +14.0% | +17.1% | +32.8% |
| 5Y | +41.0% | +20.4% | +20.6% | +42.8% |
| 10Y | +508.8% | +28.1% | +480.7% | +519.9% |
| All | +508.8% | +28.1% | +480.7% | +519.9% |
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