+2,226.4%
FICO vs AVAV
+478.6%
+1,747.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -20.1% | -29.2% | +9.1% | -16.2% |
| 6M | -36.3% | -36.1% | -0.2% | -32.5% |
| YTD | -44.9% | -40.2% | -4.7% | -42.0% |
| 1Y | -38.6% | -36.2% | -2.4% | -37.2% |
| 3Y | +4.0% | +47.5% | -43.5% | -17.8% |
| 5Y | +99.5% | +39.3% | +60.3% | +52.8% |
| 10Y | +604.7% | +482.6% | +122.1% | +261.4% |
| All | +2,226.4% | +478.6% | +1,747.8% | +979.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling