-51.1%
FLUT vs AVAV
+39.7%
-90.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -2.0% |
| 7D | -1.6% | -2.2% | +0.6% | -1.4% |
| 30D | +7.7% | -13.9% | +21.7% | +9.5% |
| 3M | -0.7% | -29.2% | +28.5% | +2.4% |
| 6M | -11.2% | -36.1% | +25.0% | -7.8% |
| YTD | -53.4% | -40.2% | -13.2% | -51.9% |
| 1Y | -65.8% | -36.2% | -29.6% | -65.1% |
| 3Y | -44.9% | +47.5% | -92.5% | -52.6% |
| All | -51.1% | +39.7% | -90.7% | -62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling