-52.0%
FLUT vs AVAV
-5.8%
-46.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -2.3% |
| 7D | -1.1% | -10.6% | +9.5% | -0.3% |
| 30D | +7.7% | -18.8% | +26.5% | +9.3% |
| 3M | -12.2% | -34.1% | +21.9% | -9.4% |
| 6M | -17.6% | -35.3% | +17.8% | -15.5% |
| YTD | -62.0% | -53.4% | -8.6% | -60.3% |
| 1Y | -62.3% | -65.6% | +3.4% | -59.3% |
| 3Y | -52.0% | -5.1% | -46.9% | -61.0% |
| All | -52.0% | -5.8% | -46.2% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling