+94.4%
FOXA vs AVAV
+44.0%
+50.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -2.6% |
| 7D | +5.4% | -10.6% | +16.0% | +6.4% |
| 30D | +6.3% | -18.8% | +25.1% | +8.3% |
| 3M | +8.3% | -34.1% | +42.4% | +12.6% |
| 6M | +7.6% | -35.3% | +42.9% | +11.1% |
| YTD | -7.9% | -53.4% | +45.4% | -3.1% |
| 1Y | +2.4% | -65.6% | +68.0% | +11.2% |
| 3Y | +120.3% | -5.1% | +125.4% | +100.9% |
| 5Y | +71.0% | +18.5% | +52.5% | +45.4% |
| All | +94.4% | +44.0% | +50.4% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling