+1,196.0%
FTI vs AVAV
+40.7%
+1,155.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | +5.3% | -2.2% | +7.5% | +5.6% |
| 30D | +15.3% | -13.9% | +29.3% | +17.3% |
| 3M | +15.8% | -29.2% | +45.0% | +19.9% |
| 6M | +22.6% | -36.1% | +58.7% | +27.8% |
| YTD | +79.5% | -40.2% | +119.7% | +85.7% |
| 1Y | +102.0% | -36.2% | +138.2% | +103.7% |
| 3Y | +315.8% | +47.5% | +268.3% | +241.5% |
| All | +1,196.0% | +40.7% | +1,155.3% | +902.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling