+345.1%
AVAV vs FLR
+9.0%
+336.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.4% | +0.6% |
| 7D | +9.9% | +6.3% | +3.5% | +8.4% |
| 30D | -5.4% | +1.8% | -7.2% | -5.6% |
| 3M | -36.5% | -4.4% | -32.1% | -35.7% |
| 6M | -25.3% | +15.9% | -41.1% | -28.3% |
| YTD | -48.6% | +27.7% | -76.3% | -52.0% |
| 1Y | -62.1% | +11.6% | -73.7% | -63.4% |
| 3Y | +2.3% | +39.9% | -37.6% | -9.5% |
| 5Y | +35.4% | +127.5% | -92.1% | +4.8% |
| 10Y | +345.1% | +11.6% | +333.5% | +250.6% |
| All | +345.1% | +9.0% | +336.1% | +250.6% |
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