+499.9%
FAST vs AVAV
+479.1%
+20.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | -0.4% | -2.2% | +1.9% | -0.1% |
| 30D | -0.8% | -13.9% | +13.1% | +0.9% |
| 3M | +5.8% | -29.2% | +35.0% | +9.3% |
| 6M | +8.0% | -36.1% | +44.1% | +12.1% |
| YTD | +25.6% | -40.2% | +65.8% | +29.8% |
| 1Y | +0.8% | -36.2% | +37.0% | +2.1% |
| 3Y | +86.1% | +47.5% | +38.6% | +57.2% |
| 5Y | +100.2% | +39.3% | +60.9% | +64.5% |
| All | +499.9% | +479.1% | +20.8% | +218.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling