+67.7%
FERG vs AVAV
-3.9%
+71.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.9% |
| 7D | +9.7% | +4.2% | +5.5% | +9.4% |
| 30D | +15.0% | -2.6% | +17.6% | +15.1% |
| 3M | +3.8% | -38.0% | +41.7% | +7.5% |
| 6M | +10.6% | -27.0% | +37.6% | +12.2% |
| YTD | +17.0% | -51.4% | +68.4% | +21.7% |
| 1Y | +7.1% | -60.2% | +67.3% | +13.2% |
| 3Y | +67.7% | -6.7% | +74.4% | +71.7% |
| All | +67.7% | -3.9% | +71.6% | +71.7% |
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 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