-32.3%
FSLY vs AVAV
+77.8%
-110.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.7% | +4.4% | +2.4% |
| 7D | -22.9% | 0.0% | -22.9% | -22.7% |
| 30D | -44.6% | -9.9% | -34.6% | -42.8% |
| 3M | -41.5% | -34.7% | -6.8% | -34.3% |
| 6M | -20.8% | -26.6% | +5.8% | -15.8% |
| YTD | +59.5% | -48.9% | +108.5% | +77.5% |
| 1Y | +36.1% | -63.0% | +99.1% | +66.8% |
| 3Y | -1.0% | +1.6% | -2.5% | -24.5% |
| 5Y | -66.9% | +34.5% | -101.4% | -78.7% |
| All | -32.3% | +77.8% | -110.1% | -68.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling