+211.6%
FTI vs AVAV
-3.9%
+215.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.3% |
| 7D | +4.3% | +4.2% | +0.1% | +3.8% |
| 30D | -4.7% | -2.6% | -2.1% | -4.7% |
| 3M | -13.5% | -38.0% | +24.4% | -10.0% |
| 6M | -8.7% | -27.0% | +18.3% | -7.4% |
| YTD | +49.0% | -51.4% | +100.4% | +55.1% |
| 1Y | +54.0% | -60.2% | +114.3% | +64.2% |
| 3Y | +211.6% | -6.7% | +218.3% | +170.6% |
| All | +211.6% | -3.9% | +215.5% | +170.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling