+1,299.0%
FANG vs AVAV
+393.4%
+905.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.7% | +4.2% | +2.0% |
| 7D | +4.0% | +4.2% | -0.2% | +3.0% |
| 30D | -5.8% | -2.6% | -3.2% | -5.8% |
| 3M | -6.7% | -38.0% | +31.3% | +1.0% |
| 6M | -6.4% | -27.0% | +20.6% | -4.4% |
| YTD | +25.9% | -51.4% | +77.4% | +35.2% |
| 1Y | +31.1% | -60.2% | +91.4% | +46.4% |
| 3Y | +31.3% | -6.7% | +38.0% | +11.2% |
| 5Y | +108.3% | +28.3% | +80.0% | +52.4% |
| 10Y | +156.4% | +320.5% | -164.1% | +32.1% |
| All | +1,299.0% | +393.4% | +905.7% | +581.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling