+565.2%
FLEX vs AVAV
+361.4%
+203.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.5% | -5.9% | +2.2% |
| 7D | -19.3% | -10.6% | -8.7% | -17.0% |
| 30D | -41.5% | -18.8% | -22.7% | -38.5% |
| 3M | -43.1% | -34.1% | -9.0% | -37.7% |
| 6M | -48.2% | -35.3% | -12.9% | -44.3% |
| YTD | +15.5% | -53.4% | +68.9% | +29.6% |
| 1Y | +10.2% | -65.6% | +75.9% | +32.6% |
| 3Y | +256.8% | -5.1% | +261.9% | +216.5% |
| 5Y | +408.2% | +18.5% | +389.7% | +301.2% |
| All | +565.2% | +361.4% | +203.8% | +293.5% |
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