+7.3%
FSLY vs AVAV
-1.1%
+8.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | 0.0% |
| 7D | +11.8% | +18.4% | -6.6% | +8.7% |
| 30D | -36.5% | -4.9% | -31.6% | -36.0% |
| 3M | -39.7% | -37.7% | -2.1% | -36.3% |
| 6M | -9.7% | -28.4% | +18.8% | -6.5% |
| YTD | +68.9% | -50.0% | +118.9% | +75.7% |
| 1Y | +44.5% | -62.6% | +107.1% | +56.6% |
| All | +7.3% | -1.1% | +8.4% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling