+40.4%
AVAV vs FTV
+2.3%
+38.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.8% | -1.3% |
| 7D | -2.2% | -4.5% | +2.3% | -0.2% |
| 30D | -13.9% | -7.1% | -6.9% | -11.1% |
| 3M | -29.2% | -7.2% | -22.1% | -26.9% |
| 6M | -36.1% | -1.5% | -34.6% | -35.9% |
| YTD | -40.2% | +3.5% | -43.7% | -41.6% |
| 1Y | -36.2% | +20.3% | -56.6% | -42.4% |
| 3Y | +47.5% | -3.1% | +50.6% | +45.2% |
| All | +40.4% | +2.3% | +38.1% | +12.6% |
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