-65.6%
AVAV vs USFR
+4.1%
-69.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.7% |
| 7D | -10.6% | +0.1% | -10.7% | -9.4% |
| 30D | -18.8% | +0.4% | -19.2% | -14.3% |
| 3M | -34.1% | +1.1% | -35.2% | -24.7% |
| 6M | -35.3% | +2.1% | -37.4% | -27.3% |
| YTD | -53.4% | +3.4% | -56.8% | -59.2% |
| 1Y | -65.6% | +4.1% | -69.8% | -71.5% |
| All | -65.6% | +4.1% | -69.8% | -71.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling