+499.7%
FICO vs AVAV
+361.4%
+138.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -2.2% |
| 7D | -0.9% | -10.6% | +9.6% | +0.7% |
| 30D | +3.3% | -18.8% | +22.1% | +6.5% |
| 3M | -31.7% | -34.1% | +2.4% | -27.3% |
| 6M | -34.0% | -35.3% | +1.4% | -30.7% |
| YTD | -58.3% | -53.4% | -4.9% | -54.7% |
| 1Y | -57.9% | -65.6% | +7.7% | -51.6% |
| 3Y | -24.1% | -5.1% | -19.0% | -35.0% |
| 5Y | +85.3% | +18.5% | +66.8% | +42.7% |
| All | +499.7% | +361.4% | +138.3% | +241.8% |
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