+31.9%
AVAV vs FTV
+18.0%
+14.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.8% |
| 7D | +18.4% | +3.7% | +14.7% | +16.5% |
| 30D | -4.9% | +16.8% | -21.8% | -11.3% |
| 3M | -37.7% | +10.4% | -48.0% | -40.4% |
| 6M | -28.4% | +12.8% | -41.3% | -32.2% |
| YTD | -50.0% | +23.3% | -73.3% | -55.0% |
| 1Y | -62.6% | +31.0% | -93.6% | -67.4% |
| 3Y | -0.6% | +38.6% | -39.2% | -18.6% |
| 5Y | +31.9% | +17.6% | +14.4% | -5.0% |
| All | +31.9% | +18.0% | +14.0% | -5.0% |
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