+379.1%
AVAV vs BAH
+218.8%
+160.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.6% | +11.0% | +11.9% |
| 7D | +3.2% | -1.5% | +4.7% | +3.5% |
| 30D | -7.4% | +17.3% | -24.7% | -14.0% |
| 3M | -32.0% | +14.9% | -46.9% | -36.3% |
| 6M | -24.6% | +14.2% | -38.8% | -29.6% |
| YTD | -47.5% | +5.1% | -52.6% | -49.2% |
| 1Y | -61.5% | +2.1% | -63.6% | -62.4% |
| 3Y | +5.5% | -26.0% | +31.5% | +12.0% |
| 5Y | +35.7% | +9.0% | +26.8% | +18.3% |
| 10Y | +379.1% | +208.8% | +170.3% | +155.7% |
| All | +379.1% | +218.8% | +160.3% | +155.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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