-23.8%
FICO vs AVAV
-14.7%
-9.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.8% | +10.8% | +1.5% |
| 7D | -0.3% | -24.3% | +24.1% | +1.4% |
| 30D | +1.7% | -28.9% | +30.6% | +3.8% |
| 3M | -35.2% | -39.3% | +4.1% | -33.3% |
| 6M | -33.7% | -38.8% | +5.1% | -32.1% |
| YTD | -58.2% | -57.8% | -0.4% | -56.3% |
| 1Y | -56.6% | -70.9% | +14.3% | -53.4% |
| All | -23.8% | -14.7% | -9.0% | -26.6% |
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