+19.6%
AVAV vs FTV
+12.0%
+7.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.1% | +10.5% | +10.5% |
| 7D | -10.6% | +0.2% | -10.8% | -10.7% |
| 30D | -18.8% | +15.7% | -34.5% | -23.9% |
| 3M | -34.1% | +7.5% | -41.6% | -36.2% |
| 6M | -35.3% | +8.5% | -43.8% | -37.7% |
| YTD | -53.4% | +18.8% | -72.2% | -57.3% |
| 1Y | -65.6% | +28.5% | -94.2% | -69.8% |
| 3Y | -5.1% | +34.0% | -39.1% | -21.1% |
| All | +19.6% | +12.0% | +7.6% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling