+353.9%
FDX vs AVAV
+478.6%
-124.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.3% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | +3.8% | -13.9% | +17.7% | +6.0% |
| 3M | -1.3% | -29.2% | +27.9% | +2.8% |
| 6M | +5.0% | -36.1% | +41.2% | +10.2% |
| YTD | +39.6% | -40.2% | +79.8% | +45.6% |
| 1Y | +81.1% | -36.2% | +117.3% | +84.5% |
| 3Y | +63.0% | +47.5% | +15.5% | +33.2% |
| 5Y | +65.6% | +39.3% | +26.3% | +30.1% |
| 10Y | +183.4% | +482.6% | -299.2% | +51.4% |
| All | +353.9% | +478.6% | -124.7% | +113.7% |
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