+748.8%
FFIV vs AVAV
+308.3%
+440.5%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -9.8% | +4.4% | -3.7% |
| 7D | -14.2% | -24.3% | +10.1% | -10.0% |
| 30D | -33.6% | -28.9% | -4.8% | -29.7% |
| 3M | -24.2% | -39.3% | +15.0% | -17.8% |
| 6M | -8.3% | -38.8% | +30.5% | -2.6% |
| YTD | +22.1% | -57.8% | +79.9% | +35.5% |
| 1Y | +26.5% | -70.9% | +97.4% | +49.5% |
| 3Y | +102.3% | -14.8% | +117.1% | +83.6% |
| 5Y | +40.6% | +7.3% | +33.3% | +15.8% |
| 10Y | +129.7% | +325.3% | -195.7% | +28.4% |
| All | +748.8% | +308.3% | +440.5% | +330.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling