-52.0%
FIG vs AVAV
-62.9%
+10.9%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.7% | +5.5% | +3.2% |
| 7D | +3.4% | +4.2% | -0.8% | +2.6% |
| 30D | -9.5% | -2.6% | -6.9% | -9.4% |
| 3M | -26.2% | -38.0% | +11.8% | -21.5% |
| 6M | +2.7% | -27.0% | +29.7% | +5.7% |
| YTD | -48.0% | -51.4% | +3.5% | -44.1% |
| 1Y | -52.0% | -60.2% | +8.2% | -46.5% |
| All | -52.0% | -62.9% | +10.9% | -46.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling