-83.6%
FIG vs AVAV
-53.5%
-30.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | -14.3% | +9.9% | -24.1% | -15.7% |
| 30D | -13.6% | -5.4% | -8.2% | -13.2% |
| 3M | -23.7% | -36.5% | +12.8% | -18.3% |
| 6M | -5.4% | -25.3% | +19.9% | -2.8% |
| YTD | -49.2% | -48.6% | -0.7% | -46.2% |
| 1Y | -57.4% | -62.1% | +4.7% | -50.2% |
| All | -83.6% | -53.5% | -30.1% | -81.4% |
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