-5.1%
AVAV vs USFR
+14.4%
-19.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | 0.0% | +10.4% | +10.5% |
| 7D | -10.6% | +0.1% | -10.7% | -10.4% |
| 30D | -18.8% | +0.4% | -19.2% | -18.1% |
| 3M | -34.1% | +1.1% | -35.2% | -32.9% |
| 6M | -35.3% | +2.1% | -37.4% | -35.1% |
| YTD | -53.4% | +3.4% | -56.8% | -54.9% |
| 1Y | -65.6% | +4.1% | -69.8% | -67.0% |
| 3Y | -5.1% | +14.4% | -19.5% | +28.3% |
| All | -5.1% | +14.4% | -19.5% | +28.3% |
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