+81.3%
FN vs AVAV
-14.7%
+96.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -9.8% | -4.4% | -12.2% |
| 7D | -16.0% | -24.3% | +8.3% | -10.9% |
| 30D | -40.1% | -28.9% | -11.2% | -35.8% |
| 3M | -43.9% | -39.3% | -4.6% | -38.2% |
| 6M | -55.6% | -38.8% | -16.9% | -52.0% |
| YTD | -35.7% | -57.8% | +22.1% | -28.2% |
| 1Y | -39.8% | -70.9% | +31.1% | -26.3% |
| All | +81.3% | -14.7% | +96.0% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling