+379.1%
AVAV vs FTV
+113.3%
+265.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.6% | +9.9% | +11.3% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | -7.4% | +17.2% | -24.6% | -14.1% |
| 3M | -32.0% | +8.9% | -40.9% | -34.7% |
| 6M | -24.6% | +11.3% | -35.8% | -28.4% |
| YTD | -47.5% | +21.9% | -69.5% | -52.9% |
| 1Y | -61.5% | +31.6% | -93.0% | -66.8% |
| 3Y | +5.5% | +38.1% | -32.6% | -13.4% |
| 5Y | +35.7% | +15.7% | +20.0% | +19.0% |
| 10Y | +379.1% | +107.5% | +271.6% | +207.8% |
| All | +379.1% | +113.3% | +265.8% | +207.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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