+93.4%
FAST vs AVAV
-14.7%
+108.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.3% | -0.1% |
| 7D | +0.7% | -24.3% | +25.0% | +1.9% |
| 30D | +4.6% | -28.9% | +33.5% | +6.2% |
| 3M | +6.4% | -39.3% | +45.6% | +8.6% |
| 6M | +20.6% | -38.8% | +59.4% | +22.6% |
| YTD | +34.7% | -57.8% | +92.5% | +38.4% |
| 1Y | +29.7% | -70.9% | +100.6% | +35.3% |
| All | +93.4% | -14.7% | +108.1% | +81.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling