+666.0%
FLEX vs AVAV
+308.3%
+357.7%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -9.8% | -3.8% | -11.2% |
| 7D | -28.3% | -24.3% | -4.0% | -23.0% |
| 30D | -45.0% | -28.9% | -16.1% | -40.1% |
| 3M | -45.2% | -39.3% | -6.0% | -38.4% |
| 6M | -30.8% | -38.8% | +7.9% | -23.9% |
| YTD | +10.4% | -57.8% | +68.2% | +28.1% |
| 1Y | +2.3% | -70.9% | +73.1% | +29.6% |
| 3Y | +238.9% | -14.8% | +253.7% | +209.2% |
| 5Y | +386.0% | +7.3% | +378.7% | +291.4% |
| 10Y | +551.1% | +325.3% | +225.8% | +234.2% |
| All | +666.0% | +308.3% | +357.7% | +252.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling