+379.1%
AVAV vs FLR
+17.5%
+361.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +8.3% | +4.3% | +10.4% |
| 7D | +3.2% | +8.5% | -5.4% | +1.3% |
| 30D | -7.4% | -0.7% | -6.7% | -7.0% |
| 3M | -32.0% | -11.7% | -20.3% | -29.8% |
| 6M | -24.6% | +16.2% | -40.8% | -27.7% |
| YTD | -47.5% | +27.0% | -74.5% | -50.9% |
| 1Y | -61.5% | +10.1% | -71.6% | -62.6% |
| 3Y | +5.5% | +46.2% | -40.7% | -7.6% |
| 5Y | +35.7% | +121.4% | -85.7% | +5.8% |
| 10Y | +379.1% | +11.0% | +368.1% | +288.1% |
| All | +379.1% | +17.5% | +361.6% | +288.1% |
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