+31.6%
FAST vs AVAV
-68.0%
+99.7%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -8.3% | +10.0% | +2.1% |
| 7D | +3.4% | -10.1% | +13.5% | +3.9% |
| 30D | +5.5% | -18.7% | +24.2% | +6.5% |
| 3M | +7.6% | -33.0% | +40.6% | +9.6% |
| 6M | +19.8% | -37.2% | +57.0% | +21.7% |
| YTD | +35.5% | -53.2% | +88.6% | +38.4% |
| 1Y | +31.6% | -69.0% | +100.6% | +42.2% |
| All | +31.6% | -68.0% | +99.7% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling