+56.9%
FERG vs AVAV
+24.2%
+32.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.5% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -10.2% | -13.9% | +3.7% | -9.2% |
| 3M | -0.6% | -29.2% | +28.7% | +1.6% |
| 6M | -6.5% | -36.1% | +29.6% | -4.1% |
| YTD | +4.2% | -40.2% | +44.4% | +6.8% |
| 1Y | -2.3% | -36.2% | +33.9% | -0.3% |
| All | +56.9% | +24.2% | +32.7% | +58.1% |
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