+504.5%
AVAV vs FLR
+72.8%
+431.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.1% |
| 7D | -2.2% | +5.4% | -7.6% | -3.7% |
| 30D | -13.9% | +11.4% | -25.3% | -16.7% |
| 3M | -29.2% | +11.4% | -40.6% | -31.7% |
| 6M | -36.1% | +16.6% | -52.8% | -39.7% |
| YTD | -40.2% | +41.7% | -81.9% | -46.2% |
| 1Y | -36.2% | +35.4% | -71.6% | -41.9% |
| 3Y | +47.5% | +57.3% | -9.8% | +23.7% |
| 5Y | +39.3% | +241.0% | -201.7% | -7.7% |
| 10Y | +482.6% | +16.6% | +465.9% | +336.6% |
| All | +504.5% | +72.8% | +431.7% | +261.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling