+58.5%
FDX vs AVAV
-62.5%
+121.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +3.2% |
| 7D | +0.2% | +3.2% | -3.0% | +0.1% |
| 30D | +9.3% | -7.4% | +16.7% | +9.4% |
| 3M | +0.5% | -32.0% | +32.5% | +1.4% |
| 6M | +5.3% | -24.6% | +29.9% | +6.0% |
| YTD | +38.6% | -47.5% | +86.1% | +42.2% |
| All | +58.5% | -62.5% | +121.0% | +63.3% |
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