+180.2%
FTI vs AVAV
+423.1%
-242.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.6% | -11.9% | -1.7% |
| 7D | -4.3% | +3.2% | -7.5% | -5.2% |
| 30D | -8.0% | -7.4% | -0.6% | -7.2% |
| 3M | -8.0% | -32.0% | +24.0% | -1.9% |
| 6M | -8.7% | -24.6% | +15.9% | -6.6% |
| YTD | +43.9% | -47.5% | +91.4% | +53.8% |
| 1Y | +49.8% | -61.5% | +111.3% | +70.6% |
| 3Y | +211.7% | +5.5% | +206.2% | +158.0% |
| 5Y | +781.6% | +35.7% | +745.8% | +539.5% |
| 10Y | +180.2% | +379.1% | -198.9% | +52.6% |
| All | +180.2% | +423.1% | -242.9% | +52.6% |
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