+137.2%
FFIV vs AVAV
+48.2%
+89.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -1.0% | -2.2% | +1.3% | -0.8% |
| 30D | -5.1% | -13.9% | +8.9% | -4.2% |
| 3M | -4.5% | -29.2% | +24.8% | -2.6% |
| 6M | +36.5% | -36.1% | +72.6% | +39.6% |
| YTD | +53.0% | -40.2% | +93.2% | +56.3% |
| 1Y | +24.2% | -36.2% | +60.4% | +26.3% |
| All | +137.2% | +48.2% | +89.0% | +130.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling