+99.6%
FOXA vs AVAV
+50.1%
+49.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.9% | +4.4% |
| 7D | +2.7% | +4.2% | -1.6% | +2.2% |
| 30D | +10.0% | -2.6% | +12.5% | +9.9% |
| 3M | +5.0% | -38.0% | +43.0% | +9.8% |
| 6M | +3.4% | -27.0% | +30.4% | +5.4% |
| YTD | -5.5% | -51.4% | +45.9% | -1.0% |
| 1Y | +5.5% | -60.2% | +65.8% | +12.8% |
| 3Y | +139.3% | -6.7% | +146.0% | +119.0% |
| 5Y | +77.2% | +28.3% | +48.9% | +48.9% |
| All | +99.6% | +50.1% | +49.5% | +33.7% |
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