-32.8%
FPS vs AVAV
-54.4%
+21.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.5% | -3.5% | +3.9% |
| 7D | -24.5% | -10.6% | -13.9% | -21.9% |
| 30D | -52.1% | -18.8% | -33.3% | -49.3% |
| 3M | -48.4% | -34.1% | -14.3% | -43.2% |
| 6M | -54.4% | -35.3% | -19.0% | -50.1% |
| All | -32.8% | -54.4% | +21.5% | -26.0% |
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