+320.5%
AVAV vs FLR
+8.6%
+311.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -2.3% |
| 7D | +18.4% | +10.1% | +8.3% | +15.7% |
| 30D | -4.9% | -0.5% | -4.5% | -4.6% |
| 3M | -37.7% | -4.8% | -32.8% | -36.8% |
| 6M | -28.4% | +10.7% | -39.1% | -30.5% |
| YTD | -50.0% | +25.0% | -75.0% | -53.1% |
| 1Y | -62.6% | +8.3% | -70.9% | -63.6% |
| 3Y | -0.6% | +36.8% | -37.5% | -11.5% |
| 5Y | +31.9% | +121.8% | -89.8% | +2.9% |
| All | +320.5% | +8.6% | +311.9% | +241.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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