-24.1%
FICO vs AVAV
-5.8%
-18.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.9% | -1.0% |
| 7D | -0.9% | -10.6% | +9.6% | -0.3% |
| 30D | +3.3% | -18.8% | +22.1% | +4.5% |
| 3M | -31.7% | -34.1% | +2.4% | -30.1% |
| 6M | -34.0% | -35.3% | +1.4% | -32.6% |
| YTD | -58.3% | -53.4% | -4.9% | -56.7% |
| 1Y | -57.9% | -65.6% | +7.7% | -55.4% |
| 3Y | -24.1% | -5.1% | -19.0% | -27.3% |
| All | -24.1% | -5.8% | -18.3% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling