+614.8%
FLEX vs AVAV
+315.4%
+299.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.7% | -1.3% | -3.4% |
| 7D | +7.5% | +4.2% | +3.2% | +6.6% |
| 30D | -25.3% | -2.6% | -22.7% | -24.5% |
| 3M | -39.7% | -38.0% | -1.7% | -32.9% |
| 6M | -47.9% | -27.0% | -20.9% | -45.3% |
| YTD | +24.1% | -51.4% | +75.5% | +38.1% |
| 1Y | +26.0% | -60.2% | +86.2% | +46.5% |
| 3Y | +282.7% | -6.7% | +289.3% | +241.4% |
| 5Y | +424.2% | +28.3% | +395.9% | +305.5% |
| All | +614.8% | +315.4% | +299.4% | +323.5% |
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 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