+27.7%
AVAV vs USFR
+21.4%
+6.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | +4.2% | +0.1% | +4.2% | +4.5% |
| 30D | -2.6% | +0.4% | -2.9% | -0.9% |
| 3M | -38.0% | +1.1% | -39.0% | -34.9% |
| 6M | -27.0% | +2.0% | -29.0% | -20.6% |
| YTD | -51.4% | +3.5% | -54.9% | -44.7% |
| 1Y | -60.2% | +4.1% | -64.3% | -53.8% |
| 3Y | -6.7% | +14.4% | -21.0% | +73.6% |
| All | +27.7% | +21.4% | +6.3% | +293.1% |
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