+147.9%
FITB vs AVAV
+351.0%
-203.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.5% | -11.2% | -3.0% |
| 7D | -1.5% | -10.6% | +9.0% | +0.4% |
| 30D | +5.8% | -18.8% | +24.6% | +10.0% |
| 3M | -6.1% | -34.1% | +28.0% | +1.5% |
| 6M | +5.9% | -35.3% | +41.3% | +12.3% |
| YTD | +16.1% | -53.4% | +69.5% | +27.9% |
| 1Y | +28.8% | -65.6% | +94.5% | +51.3% |
| 3Y | +126.0% | -5.1% | +131.1% | +91.9% |
| 5Y | +45.3% | +18.5% | +26.8% | +8.8% |
| 10Y | +255.4% | +369.8% | -114.4% | +63.1% |
| All | +147.9% | +351.0% | -203.1% | -5.2% |
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