+963.2%
FFIV vs AVAV
+478.6%
+484.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | -1.0% | -2.2% | +1.3% | -0.6% |
| 30D | -5.1% | -13.9% | +8.9% | -2.8% |
| 3M | -4.5% | -29.2% | +24.8% | -0.1% |
| 6M | +36.5% | -36.1% | +72.6% | +43.7% |
| YTD | +53.0% | -40.2% | +93.2% | +60.3% |
| 1Y | +24.2% | -36.2% | +60.4% | +27.3% |
| 3Y | +137.2% | +47.5% | +89.7% | +93.8% |
| 5Y | +91.8% | +39.3% | +52.5% | +51.5% |
| 10Y | +215.2% | +482.6% | -267.4% | +67.4% |
| All | +963.2% | +478.6% | +484.6% | +409.6% |
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