-33.9%
FSLY vs AVAV
+62.3%
-96.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.4% | +0.2% |
| 7D | -31.4% | -10.6% | -20.8% | -28.9% |
| 30D | -37.3% | -18.8% | -18.5% | -33.2% |
| 3M | -30.1% | -34.1% | +4.0% | -21.4% |
| 6M | -49.8% | -35.3% | -14.5% | -44.3% |
| YTD | +55.7% | -53.4% | +109.1% | +78.1% |
| 1Y | +44.5% | -65.6% | +110.1% | +81.1% |
| 3Y | -4.3% | -5.1% | +0.7% | -25.7% |
| 5Y | -68.2% | +18.5% | -86.7% | -78.7% |
| All | -33.9% | +62.3% | -96.2% | -68.5% |
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