+238.2%
FANG vs AVAV
+58.4%
+179.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.4% | -3.1% | +1.0% |
| 7D | +1.2% | -0.1% | +1.3% | +1.2% |
| 30D | +2.4% | -25.0% | +27.4% | +4.7% |
| 3M | +5.1% | -15.0% | +20.0% | +5.6% |
| 6M | +16.4% | -33.6% | +50.0% | +19.4% |
| YTD | +39.0% | -39.2% | +78.2% | +41.8% |
| 1Y | +50.6% | -40.5% | +91.1% | +52.8% |
| 3Y | +46.9% | +29.6% | +17.3% | +27.1% |
| 5Y | +238.2% | +56.7% | +181.5% | +199.6% |
| All | +238.2% | +58.4% | +179.8% | +199.6% |
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 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