+5.5%
AVAV vs BAH
-26.0%
+31.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.6% | +11.0% | +12.0% |
| 7D | +3.2% | -1.5% | +4.7% | +3.4% |
| 30D | -7.4% | +17.3% | -24.7% | -13.4% |
| 3M | -32.0% | +14.9% | -46.9% | -35.9% |
| 6M | -24.6% | +14.2% | -38.8% | -28.9% |
| YTD | -47.5% | +5.1% | -52.6% | -48.8% |
| 1Y | -61.5% | +2.1% | -63.6% | -62.3% |
| 3Y | +5.5% | -26.0% | +31.5% | +10.9% |
| All | +5.5% | -26.0% | +31.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling