+412.6%
AVAV vs USFR
+27.5%
+385.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.8% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -13.9% | +0.3% | -14.2% | -14.1% |
| 3M | -29.2% | +1.0% | -30.2% | -29.6% |
| 6M | -36.1% | +1.9% | -38.1% | -36.9% |
| YTD | -40.2% | +2.6% | -42.8% | -41.1% |
| 1Y | -36.2% | +4.0% | -40.2% | -37.7% |
| 3Y | +47.5% | +14.1% | +33.4% | +36.5% |
| 5Y | +39.3% | +20.4% | +18.9% | +24.6% |
| 10Y | +482.6% | +28.0% | +454.6% | +399.6% |
| All | +412.6% | +27.5% | +385.0% | +330.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling