+120.3%
FOXA vs AVAV
-5.8%
+126.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -2.1% |
| 7D | +5.4% | -10.6% | +16.0% | +6.0% |
| 30D | +6.3% | -18.8% | +25.1% | +7.5% |
| 3M | +8.3% | -34.1% | +42.4% | +10.7% |
| 6M | +7.6% | -35.3% | +42.9% | +9.6% |
| YTD | -7.9% | -53.4% | +45.4% | -5.4% |
| 1Y | +2.4% | -65.6% | +68.0% | +6.6% |
| 3Y | +120.3% | -5.1% | +125.4% | +99.7% |
| All | +120.3% | -5.8% | +126.1% | +99.7% |
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 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