+70.2%
FDX vs AVAV
-14.7%
+84.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.0% | -3.4% |
| 7D | +2.9% | -24.3% | +27.2% | +4.1% |
| 30D | +9.6% | -28.9% | +38.5% | +11.2% |
| 3M | +2.4% | -39.3% | +41.6% | +4.4% |
| 6M | +9.2% | -38.8% | +48.0% | +11.0% |
| YTD | +37.7% | -57.8% | +95.5% | +41.9% |
| 1Y | +56.1% | -70.9% | +127.0% | +64.3% |
| All | +70.2% | -14.7% | +84.9% | +49.5% |
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