+717.7%
FTI vs AVAV
+478.6%
+239.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +15.3% | -13.9% | +29.3% | +18.7% |
| 3M | +15.8% | -29.2% | +45.0% | +22.3% |
| 6M | +22.6% | -36.1% | +58.7% | +30.7% |
| YTD | +79.5% | -40.2% | +119.7% | +89.5% |
| 1Y | +102.0% | -36.2% | +138.2% | +106.3% |
| 3Y | +315.8% | +47.5% | +268.3% | +221.4% |
| 5Y | +1,129.5% | +39.3% | +1,090.2% | +809.6% |
| 10Y | +320.9% | +482.6% | -161.6% | +100.1% |
| All | +717.7% | +478.6% | +239.1% | +237.0% |
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