+86.3%
FOXA vs AVAV
+79.8%
+6.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.4% | +3.3% | -1.5% |
| 7D | -5.4% | -3.2% | -2.3% | -5.1% |
| 30D | +1.1% | -25.6% | +26.7% | +4.1% |
| 3M | -6.1% | -20.2% | +14.1% | -4.5% |
| 6M | +8.2% | -38.1% | +46.3% | +12.3% |
| YTD | -11.8% | -41.8% | +30.0% | -9.0% |
| 1Y | +9.9% | -39.0% | +49.0% | +11.7% |
| 3Y | +110.7% | +24.1% | +86.7% | +87.0% |
| 5Y | +86.9% | +53.0% | +33.9% | +54.8% |
| All | +86.3% | +79.8% | +6.4% | +22.9% |
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