-5.1%
AVAV vs FLR
+27.4%
-32.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.3% | +7.1% | +9.2% |
| 7D | -10.6% | -0.8% | -9.8% | -10.1% |
| 30D | -18.8% | -9.1% | -9.7% | -15.8% |
| 3M | -34.1% | -4.7% | -29.4% | -33.2% |
| 6M | -35.3% | -14.2% | -21.1% | -32.8% |
| YTD | -53.4% | +17.3% | -70.7% | -56.7% |
| 1Y | -65.6% | +4.3% | -69.9% | -66.8% |
| 3Y | -5.1% | +30.7% | -35.8% | -18.4% |
| All | -5.1% | +27.4% | -32.5% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling