+182.1%
FSLY vs AVAV
-39.1%
+221.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.4% |
| 7D | -10.6% | -2.2% | -8.4% | -10.5% |
| 30D | -20.9% | -13.9% | -7.0% | -20.2% |
| 3M | +3.4% | -29.2% | +32.6% | +3.9% |
| 6M | +2.7% | -36.1% | +38.9% | +1.0% |
| YTD | +102.3% | -40.2% | +142.5% | +98.2% |
| 1Y | +182.1% | -36.2% | +218.3% | +184.4% |
| All | +182.1% | -39.1% | +221.1% | +184.4% |
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