-0.8%
F vs AVAV
-67.9%
+67.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.5% | -11.2% | -1.4% |
| 7D | +1.6% | -10.6% | +12.1% | +2.3% |
| 30D | +2.6% | -18.8% | +21.4% | +4.1% |
| 3M | -8.8% | -34.1% | +25.3% | -6.2% |
| 6M | +4.6% | -35.3% | +40.0% | +7.4% |
| YTD | -1.9% | -53.4% | +51.5% | +2.7% |
| 1Y | -0.8% | -65.6% | +64.9% | +6.6% |
| All | -0.8% | -67.9% | +67.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 1y: compounded portfolio wealth divided by compounded AVAV 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…
1y analysis · Full analysis span regression · 6 months rolling