+25.0%
FLEX vs AVAV
-68.0%
+93.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -8.3% | -4.0% | -11.0% |
| 7D | -17.0% | -10.1% | -6.9% | -15.4% |
| 30D | -33.8% | -18.7% | -15.1% | -31.7% |
| 3M | -39.0% | -33.0% | -6.0% | -35.7% |
| 6M | -15.9% | -37.2% | +21.3% | -11.7% |
| YTD | +27.8% | -53.2% | +81.0% | +33.4% |
| 1Y | +25.0% | -69.0% | +93.9% | +56.5% |
| All | +25.0% | -68.0% | +93.0% | +56.5% |
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