+90.1%
FAST vs AVAV
+48.2%
+41.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +0.8% |
| 7D | -0.4% | -2.2% | +1.9% | -0.3% |
| 30D | -0.8% | -13.9% | +13.1% | -0.2% |
| 3M | +5.8% | -29.2% | +35.0% | +6.8% |
| 6M | +8.0% | -36.1% | +44.1% | +9.2% |
| YTD | +25.6% | -40.2% | +65.8% | +27.1% |
| 1Y | +0.8% | -36.2% | +37.0% | +1.2% |
| All | +90.1% | +48.2% | +41.9% | +87.7% |
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