+550.5%
FTI vs AVAV
+351.0%
+199.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.5% | -7.3% | +0.9% |
| 7D | -7.6% | -10.6% | +3.0% | -5.5% |
| 30D | -7.1% | -18.8% | +11.7% | -3.4% |
| 3M | -8.7% | -34.1% | +25.4% | -1.2% |
| 6M | -14.0% | -35.3% | +21.4% | -8.7% |
| YTD | +42.8% | -53.4% | +96.2% | +57.8% |
| 1Y | +50.4% | -65.6% | +116.0% | +77.3% |
| 3Y | +194.1% | -5.1% | +199.2% | +151.8% |
| 5Y | +775.2% | +18.5% | +756.7% | +565.4% |
| 10Y | +189.2% | +369.8% | -180.6% | +42.9% |
| All | +550.5% | +351.0% | +199.5% | +180.7% |
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 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