+40.4%
AVAV vs USFR
+20.4%
+20.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | -2.2% | +0.1% | -2.3% | -2.0% |
| 30D | -13.9% | +0.3% | -14.2% | -12.9% |
| 3M | -29.2% | +1.0% | -30.2% | -26.8% |
| 6M | -36.1% | +1.9% | -38.1% | -32.5% |
| YTD | -40.2% | +2.6% | -42.8% | -35.6% |
| 1Y | -36.2% | +4.0% | -40.2% | -28.5% |
| 3Y | +47.5% | +14.1% | +33.4% | +147.8% |
| All | +40.4% | +20.4% | +20.0% | +241.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling