-17.6%
FLUT vs AVAV
-32.4%
+14.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -1.5% |
| 7D | -1.1% | -10.6% | +9.5% | -0.9% |
| 30D | +7.7% | -18.8% | +26.5% | +7.9% |
| 3M | -12.2% | -34.1% | +21.9% | -11.4% |
| 6M | -17.6% | -35.3% | +17.8% | -16.5% |
| All | -17.6% | -32.4% | +14.9% | -16.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling