+1,400.5%
FANG vs AVAV
+524.6%
+875.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.3% |
| 7D | -1.7% | +3.2% | -4.9% | -2.3% |
| 30D | +6.8% | -20.3% | +27.1% | +11.1% |
| 3M | +1.3% | -19.4% | +20.7% | +3.4% |
| 6M | +11.8% | -35.3% | +47.1% | +17.6% |
| YTD | +35.1% | -38.5% | +73.6% | +39.8% |
| 1Y | +48.9% | -37.2% | +86.1% | +51.1% |
| 3Y | +42.8% | +31.1% | +11.7% | +13.4% |
| 5Y | +230.3% | +41.0% | +189.3% | +141.6% |
| 10Y | +167.0% | +508.8% | -341.7% | +28.2% |
| All | +1,400.5% | +524.6% | +875.9% | +605.2% |
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