+98.5%
FLEX vs AVAV
-39.1%
+137.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.7% |
| 7D | -0.9% | -2.2% | +1.3% | -0.6% |
| 30D | -10.1% | -13.9% | +3.8% | -8.5% |
| 3M | -31.3% | -29.2% | -2.1% | -28.8% |
| 6M | +71.3% | -36.1% | +107.4% | +76.5% |
| YTD | +81.2% | -40.2% | +121.4% | +83.9% |
| 1Y | +98.5% | -36.2% | +134.7% | +101.5% |
| All | +98.5% | -39.1% | +137.6% | +101.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling