+327.3%
FLUT vs AVAV
+351.0%
-23.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +10.5% | -12.0% | -2.1% |
| 7D | -1.1% | -10.6% | +9.5% | -0.5% |
| 30D | +7.7% | -18.8% | +26.5% | +8.9% |
| 3M | -12.2% | -34.1% | +21.9% | -10.2% |
| 6M | -17.6% | -35.3% | +17.8% | -16.2% |
| YTD | -62.0% | -53.4% | -8.6% | -60.8% |
| 1Y | -62.3% | -65.6% | +3.4% | -60.4% |
| 3Y | -52.0% | -5.1% | -46.9% | -53.1% |
| 5Y | -51.8% | +18.5% | -70.3% | -54.0% |
| 10Y | -26.3% | +369.8% | -396.1% | -32.8% |
| All | +327.3% | +351.0% | -23.8% | +286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling