+1,000.1%
FLEX vs AVAV
+479.1%
+521.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +1.9% |
| 7D | -0.9% | -2.2% | +1.3% | -0.4% |
| 30D | -10.1% | -13.9% | +3.8% | -7.3% |
| 3M | -31.3% | -29.2% | -2.1% | -27.0% |
| 6M | +71.3% | -36.1% | +107.4% | +83.7% |
| YTD | +81.2% | -40.2% | +121.4% | +92.3% |
| 1Y | +98.5% | -36.2% | +134.7% | +104.7% |
| 3Y | +428.2% | +47.5% | +380.7% | +317.9% |
| 5Y | +657.3% | +39.3% | +618.0% | +476.8% |
| All | +1,000.1% | +479.1% | +521.0% | +485.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling