+44.0%
FSLY vs AVAV
-62.2%
+106.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.2% |
| 7D | -17.9% | +9.9% | -27.8% | -19.0% |
| 30D | -34.7% | -5.4% | -29.3% | -34.3% |
| 3M | -40.0% | -36.5% | -3.5% | -37.5% |
| 6M | -11.8% | -25.3% | +13.4% | -9.1% |
| YTD | +69.5% | -48.6% | +118.1% | +63.0% |
| 1Y | +44.0% | -62.1% | +106.0% | +52.7% |
| All | +44.0% | -62.2% | +106.2% | +52.7% |
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