+126.9%
FFIV vs AVAV
+358.8%
-231.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | -4.2% | 0.0% | -4.2% | -4.4% |
| 30D | -33.9% | -9.9% | -23.9% | -33.1% |
| 3M | -22.6% | -34.7% | +12.1% | -18.2% |
| 6M | -10.4% | -26.6% | +16.2% | -8.3% |
| YTD | +24.3% | -48.9% | +73.3% | +31.7% |
| 1Y | +31.8% | -63.0% | +94.8% | +46.3% |
| 3Y | +99.5% | +1.6% | +97.9% | +77.5% |
| 5Y | +40.7% | +34.5% | +6.3% | +13.7% |
| 10Y | +126.9% | +359.3% | -232.4% | +44.2% |
| All | +126.9% | +358.8% | -231.9% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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