-86.6%
FLNC vs AVAV
+30.1%
-116.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.6% | -0.1% |
| 7D | -11.2% | +4.2% | -15.4% | -12.7% |
| 30D | -24.6% | -2.6% | -22.1% | -24.2% |
| 3M | -64.6% | -38.0% | -26.6% | -57.6% |
| 6M | -78.8% | -27.0% | -51.8% | -76.8% |
| YTD | -76.3% | -51.4% | -24.9% | -70.6% |
| 1Y | -71.2% | -60.2% | -11.0% | -61.1% |
| 3Y | -71.9% | -6.7% | -65.2% | -76.6% |
| 5Y | -87.5% | +28.3% | -115.8% | -92.6% |
| All | -86.6% | +30.1% | -116.8% | -92.3% |
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 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