+79.0%
FDX vs AVAV
+7.1%
+71.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.8% | +6.0% | -3.2% |
| 7D | +2.9% | -24.3% | +27.2% | +4.7% |
| 30D | +9.6% | -28.9% | +38.5% | +11.9% |
| 3M | +2.4% | -39.3% | +41.6% | +5.4% |
| 6M | +9.2% | -38.8% | +48.0% | +11.7% |
| YTD | +37.7% | -57.8% | +95.5% | +43.5% |
| 1Y | +56.1% | -70.9% | +127.0% | +67.4% |
| 3Y | +68.9% | -14.8% | +83.7% | +57.1% |
| 5Y | +79.0% | +7.3% | +71.7% | +67.8% |
| All | +79.0% | +7.1% | +71.9% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling