+33.8%
FFIV vs AVAV
+28.1%
+5.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | +0.1% | -2.4% |
| 7D | -0.5% | +4.2% | -4.8% | -1.1% |
| 30D | -32.4% | -2.6% | -29.8% | -32.3% |
| 3M | -25.7% | -38.0% | +12.3% | -22.2% |
| 6M | -13.5% | -27.0% | +13.5% | -12.0% |
| YTD | +21.1% | -51.4% | +72.5% | +27.3% |
| 1Y | +29.4% | -60.2% | +89.6% | +39.0% |
| 3Y | +94.9% | -6.7% | +101.5% | +78.4% |
| All | +33.8% | +28.1% | +5.8% | +6.4% |
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