+101.2%
FFIV vs AVAV
-5.8%
+106.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.8% | -1.1% |
| 7D | -8.1% | -10.6% | +2.5% | -7.4% |
| 30D | -33.4% | -18.8% | -14.6% | -32.4% |
| 3M | -24.7% | -34.1% | +9.4% | -22.6% |
| 6M | -8.8% | -35.3% | +26.5% | -6.8% |
| YTD | +21.8% | -53.4% | +75.2% | +26.7% |
| 1Y | +25.3% | -65.6% | +90.9% | +33.3% |
| 3Y | +101.2% | -5.1% | +106.2% | +90.7% |
| All | +101.2% | -5.8% | +106.9% | +90.7% |
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