+48.2%
FANG vs AVAV
+24.3%
+23.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.4% | +6.9% | +1.8% |
| 7D | -0.4% | -3.2% | +2.8% | -0.2% |
| 30D | +2.4% | -25.6% | +28.0% | +3.8% |
| 3M | +4.9% | -20.2% | +25.1% | +5.7% |
| 6M | +12.0% | -38.1% | +50.1% | +14.9% |
| YTD | +37.1% | -41.8% | +78.9% | +39.4% |
| 1Y | +52.3% | -39.0% | +91.3% | +52.3% |
| All | +48.2% | +24.3% | +23.9% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling