+119.4%
FOXA vs AVAV
+24.2%
+95.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -3.3% |
| 7D | -4.0% | -2.2% | -1.7% | -3.8% |
| 30D | +12.0% | -13.9% | +25.9% | +12.9% |
| 3M | +0.3% | -29.2% | +29.5% | +1.7% |
| 6M | +12.5% | -36.1% | +48.6% | +14.5% |
| YTD | -9.6% | -40.2% | +30.6% | -8.3% |
| 1Y | +8.6% | -36.2% | +44.8% | +8.8% |
| All | +119.4% | +24.2% | +95.2% | +90.3% |
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