+494.6%
FERG vs AVAV
+423.1%
+71.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +12.6% | -1.4% | +10.3% |
| 7D | +7.3% | +3.2% | +4.2% | +7.0% |
| 30D | +18.1% | -7.4% | +25.5% | +18.5% |
| 3M | +1.6% | -32.0% | +33.6% | +3.9% |
| 6M | +8.5% | -24.6% | +33.1% | +9.6% |
| YTD | +18.6% | -47.5% | +66.1% | +21.7% |
| 1Y | +5.7% | -61.5% | +67.2% | +10.6% |
| 3Y | +74.0% | +5.5% | +68.5% | +69.0% |
| 5Y | +83.9% | +35.7% | +48.1% | +74.9% |
| 10Y | +494.6% | +379.1% | +115.5% | +473.2% |
| All | +494.6% | +423.1% | +71.5% | +473.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling