+746.4%
FFIV vs AVAV
+351.0%
+395.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.8% | -2.1% |
| 7D | -8.1% | -10.6% | +2.5% | -6.5% |
| 30D | -33.4% | -18.8% | -14.6% | -31.1% |
| 3M | -24.7% | -34.1% | +9.4% | -19.7% |
| 6M | -8.8% | -35.3% | +26.5% | -4.2% |
| YTD | +21.8% | -53.4% | +75.2% | +32.7% |
| 1Y | +25.3% | -65.6% | +90.9% | +43.8% |
| 3Y | +101.2% | -5.1% | +106.2% | +78.9% |
| 5Y | +40.2% | +18.5% | +21.7% | +13.4% |
| 10Y | +129.0% | +369.8% | -240.8% | +25.7% |
| All | +746.4% | +351.0% | +395.4% | +321.9% |
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