-4.0%
AVAV vs USFR
+14.3%
-18.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | +18.4% | +0.1% | +18.3% | +18.5% |
| 30D | -4.9% | +0.4% | -5.3% | -4.2% |
| 3M | -37.7% | +1.0% | -38.7% | -36.6% |
| 6M | -28.4% | +2.0% | -30.5% | -28.3% |
| YTD | -50.0% | +3.4% | -53.5% | -52.1% |
| 1Y | -62.6% | +4.1% | -66.7% | -64.5% |
| All | -4.0% | +14.3% | -18.4% | +14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling