+1,382.0%
FERG vs AVAV
+279.0%
+1,102.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.3% | -1.4% |
| 7D | -2.1% | -10.6% | +8.5% | -1.5% |
| 30D | +8.7% | -18.8% | +27.5% | +9.8% |
| 3M | -7.4% | -34.1% | +26.7% | -5.4% |
| 6M | -6.6% | -35.3% | +28.7% | -5.0% |
| YTD | +6.6% | -53.4% | +60.0% | +9.8% |
| 1Y | -3.6% | -65.6% | +62.1% | +0.9% |
| 3Y | +56.4% | -5.1% | +61.5% | +53.5% |
| 5Y | +67.5% | +18.5% | +49.0% | +61.3% |
| 10Y | +434.6% | +369.8% | +64.7% | +386.9% |
| All | +1,382.0% | +279.0% | +1,102.9% | +1,226.3% |
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