+1,805.6%
FAST vs AVAV
+308.3%
+1,497.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.8% | +9.3% | +1.0% |
| 7D | +0.7% | -24.3% | +25.0% | +5.1% |
| 30D | +4.6% | -28.9% | +33.5% | +10.1% |
| 3M | +6.4% | -39.3% | +45.6% | +14.4% |
| 6M | +20.6% | -38.8% | +59.4% | +27.5% |
| YTD | +34.7% | -57.8% | +92.5% | +47.9% |
| 1Y | +29.7% | -70.9% | +100.6% | +51.3% |
| 3Y | +89.9% | -14.8% | +104.7% | +70.9% |
| 5Y | +105.0% | +7.3% | +97.7% | +67.0% |
| 10Y | +594.2% | +325.3% | +268.8% | +274.8% |
| All | +1,805.6% | +308.3% | +1,497.3% | +752.2% |
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