+297.5%
FTI vs AVAV
+516.1%
-218.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.7% |
| 7D | -0.2% | +3.2% | -3.4% | -0.8% |
| 30D | +12.3% | -20.3% | +32.7% | +17.2% |
| 3M | +13.8% | -19.4% | +33.2% | +16.6% |
| 6M | +24.3% | -35.3% | +59.5% | +31.7% |
| YTD | +75.8% | -38.5% | +114.3% | +83.6% |
| 1Y | +99.6% | -37.2% | +136.8% | +103.8% |
| 3Y | +278.4% | +31.1% | +247.3% | +200.9% |
| 5Y | +1,168.7% | +41.0% | +1,127.7% | +829.0% |
| 10Y | +297.5% | +508.8% | -211.2% | +109.7% |
| All | +297.5% | +516.1% | -218.5% | +109.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling