-25.6%
FLUT vs AVAV
+358.8%
-384.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.8% |
| 7D | -1.5% | 0.0% | -1.4% | -1.6% |
| 30D | +3.4% | -9.9% | +13.3% | +4.0% |
| 3M | -12.5% | -34.7% | +22.2% | -9.9% |
| 6M | -18.5% | -26.6% | +8.2% | -17.5% |
| YTD | -61.6% | -48.9% | -12.7% | -60.4% |
| 1Y | -64.1% | -63.0% | -1.1% | -62.0% |
| 3Y | -44.5% | +1.6% | -46.0% | -46.9% |
| 5Y | -51.3% | +34.5% | -85.8% | -55.1% |
| 10Y | -25.6% | +359.3% | -384.9% | -30.6% |
| All | -25.6% | +358.8% | -384.4% | -30.6% |
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