-22.6%
FPS vs AVAV
-54.2%
+31.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -8.3% | -9.0% | -15.2% |
| 7D | -23.3% | -10.1% | -13.2% | -21.0% |
| 30D | -42.4% | -18.7% | -23.7% | -39.4% |
| 3M | -43.0% | -33.0% | -10.0% | -37.8% |
| 6M | -44.5% | -37.2% | -7.3% | -39.5% |
| All | -22.6% | -54.2% | +31.6% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling