+28.4%
FLEX vs AVAV
-62.2%
+90.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +2.2% | +9.9% | -7.6% | +0.5% |
| 30D | -32.6% | -5.4% | -27.2% | -32.1% |
| 3M | -35.5% | -36.5% | +1.0% | -31.9% |
| 6M | -45.6% | -25.3% | -20.3% | -44.2% |
| YTD | +30.7% | -48.6% | +79.3% | +33.7% |
| 1Y | +28.4% | -62.1% | +90.4% | +42.5% |
| All | +28.4% | -62.2% | +90.6% | +42.5% |
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