+502.1%
FICO vs AVAV
+317.7%
+184.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.8% | +10.8% | +2.6% |
| 7D | -0.3% | -24.3% | +24.1% | +4.4% |
| 30D | +1.7% | -28.9% | +30.6% | +7.4% |
| 3M | -35.2% | -39.3% | +4.1% | -29.9% |
| 6M | -33.7% | -38.8% | +5.1% | -29.8% |
| YTD | -58.2% | -57.8% | -0.4% | -53.7% |
| 1Y | -56.6% | -70.9% | +14.3% | -48.5% |
| 3Y | -24.0% | -14.8% | -9.2% | -33.6% |
| 5Y | +86.1% | +7.3% | +78.8% | +45.9% |
| All | +502.1% | +317.7% | +184.4% | +249.4% |
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