+906.2%
FN vs AVAV
+479.1%
+427.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.9% | +3.5% |
| 7D | -1.7% | -2.2% | +0.5% | -1.2% |
| 30D | -22.0% | -13.9% | -8.1% | -19.5% |
| 3M | -43.0% | -29.2% | -13.8% | -39.2% |
| 6M | -27.7% | -36.1% | +8.4% | -22.3% |
| YTD | -10.5% | -40.2% | +29.7% | -5.3% |
| 1Y | +12.5% | -36.2% | +48.7% | +16.4% |
| 3Y | +153.8% | +47.5% | +106.3% | +106.1% |
| 5Y | +288.0% | +39.3% | +248.7% | +202.8% |
| All | +906.2% | +479.1% | +427.1% | +367.9% |
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