+333.9%
FLUT vs AVAV
+308.3%
+25.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -9.8% | +11.3% | +2.0% |
| 7D | +4.8% | -24.3% | +29.1% | +6.4% |
| 30D | +8.8% | -28.9% | +37.7% | +10.9% |
| 3M | -10.7% | -39.3% | +28.6% | -8.3% |
| 6M | -19.7% | -38.8% | +19.1% | -18.1% |
| YTD | -61.4% | -57.8% | -3.6% | -60.0% |
| 1Y | -61.6% | -70.9% | +9.3% | -59.4% |
| 3Y | -51.4% | -14.8% | -36.6% | -52.2% |
| 5Y | -51.0% | +7.3% | -58.3% | -53.0% |
| 10Y | -25.2% | +325.3% | -350.5% | -31.4% |
| All | +333.9% | +308.3% | +25.6% | +295.2% |
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