+1,348.4%
FERG vs AVAV
+386.2%
+962.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.7% | +4.1% | +2.4% |
| 7D | 0.0% | -2.2% | +2.2% | +0.1% |
| 30D | -10.2% | -13.9% | +3.7% | -9.5% |
| 3M | -0.6% | -29.2% | +28.7% | +1.0% |
| 6M | -6.5% | -36.1% | +29.6% | -4.8% |
| YTD | +4.2% | -40.2% | +44.4% | +6.0% |
| 1Y | -2.3% | -36.2% | +33.9% | -1.0% |
| 3Y | +48.5% | +47.5% | +1.0% | +42.4% |
| 5Y | +72.0% | +39.3% | +32.7% | +64.1% |
| 10Y | +369.9% | +482.6% | -112.7% | +323.1% |
| All | +1,348.4% | +386.2% | +962.2% | +1,180.2% |
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 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