-22.9%
FLUT vs AVAV
+360.4%
-383.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.6% |
| 7D | +4.5% | +9.9% | -5.3% | +3.6% |
| 30D | +9.2% | -5.4% | +14.6% | +9.4% |
| 3M | -13.7% | -36.5% | +22.9% | -10.9% |
| 6M | -9.0% | -25.3% | +16.2% | -8.1% |
| YTD | -60.2% | -48.6% | -11.7% | -59.0% |
| 1Y | -63.1% | -62.1% | -1.0% | -61.0% |
| 3Y | -42.5% | +2.3% | -44.8% | -45.0% |
| 5Y | -47.6% | +35.4% | -82.9% | -51.7% |
| 10Y | -22.9% | +345.1% | -368.0% | -27.6% |
| All | -22.9% | +360.4% | -383.3% | -27.6% |
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