+65.0%
FDX vs AVAV
-68.0%
+133.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -8.3% | +11.9% | +3.7% |
| 7D | +8.1% | -10.1% | +18.2% | +8.3% |
| 30D | +13.9% | -18.7% | +32.6% | +14.3% |
| 3M | +5.5% | -33.0% | +38.5% | +6.3% |
| 6M | +15.1% | -37.2% | +52.3% | +16.3% |
| YTD | +43.2% | -53.2% | +96.4% | +47.4% |
| 1Y | +65.0% | -69.0% | +134.0% | +66.2% |
| All | +65.0% | -68.0% | +133.1% | +66.2% |
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