+602.8%
FICO vs AVAV
+479.1%
+123.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.7% | -14.9% | -16.4% |
| 7D | -19.2% | -2.2% | -17.0% | -18.8% |
| 30D | -14.6% | -13.9% | -0.7% | -12.6% |
| 3M | -20.1% | -29.2% | +9.1% | -16.4% |
| 6M | -36.3% | -36.1% | -0.2% | -32.7% |
| YTD | -44.9% | -40.2% | -4.7% | -42.2% |
| 1Y | -38.6% | -36.2% | -2.4% | -37.3% |
| 3Y | +4.0% | +47.5% | -43.5% | -18.8% |
| 5Y | +99.5% | +39.3% | +60.3% | +50.6% |
| All | +602.8% | +479.1% | +123.8% | +268.7% |
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 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