+125.4%
FFIV vs AVAV
+339.7%
-214.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -2.9% | +9.9% | -12.8% | -4.4% |
| 30D | -32.4% | -5.4% | -27.0% | -32.0% |
| 3M | -22.7% | -36.5% | +13.8% | -18.0% |
| 6M | -10.7% | -25.3% | +14.6% | -8.9% |
| YTD | +25.4% | -48.6% | +73.9% | +32.7% |
| 1Y | +34.2% | -62.1% | +96.3% | +48.4% |
| 3Y | +101.2% | +2.3% | +98.9% | +78.8% |
| 5Y | +42.0% | +35.4% | +6.6% | +14.6% |
| All | +125.4% | +339.7% | -214.3% | +44.0% |
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