+106.0%
FANG vs AVAV
+28.1%
+77.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +1.7% |
| 7D | +4.0% | +4.2% | -0.2% | +3.6% |
| 30D | -5.8% | -2.6% | -3.2% | -5.8% |
| 3M | -6.7% | -38.0% | +31.3% | -3.3% |
| 6M | -6.4% | -27.0% | +20.6% | -5.5% |
| YTD | +25.9% | -51.4% | +77.4% | +30.6% |
| 1Y | +31.1% | -60.2% | +91.4% | +39.3% |
| 3Y | +31.3% | -6.7% | +38.0% | +17.4% |
| All | +106.0% | +28.1% | +77.9% | +65.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling