+40.9%
FFIV vs AVAV
+34.3%
+6.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +12.6% | -10.4% | +0.9% |
| 7D | -2.1% | +3.2% | -5.2% | -2.6% |
| 30D | -33.8% | -7.4% | -26.4% | -33.4% |
| 3M | -20.6% | -32.0% | +11.4% | -17.7% |
| 6M | -10.2% | -24.6% | +14.3% | -9.0% |
| YTD | +24.5% | -47.5% | +72.0% | +29.7% |
| 1Y | +29.3% | -61.5% | +90.8% | +39.4% |
| 3Y | +103.8% | +5.5% | +98.3% | +83.6% |
| 5Y | +40.9% | +35.7% | +5.1% | +11.2% |
| All | +40.9% | +34.3% | +6.6% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling