+19.6%
AVAV vs BAH
+8.3%
+11.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -4.4% | +14.9% | +12.2% |
| 7D | -10.6% | -3.5% | -7.0% | -9.6% |
| 30D | -18.8% | +24.3% | -43.0% | -26.5% |
| 3M | -34.1% | +16.3% | -50.4% | -38.6% |
| 6M | -35.3% | +13.6% | -48.9% | -39.4% |
| YTD | -53.4% | +3.5% | -56.9% | -54.6% |
| 1Y | -65.6% | +2.7% | -68.3% | -66.5% |
| 3Y | -5.1% | -26.6% | +21.5% | -0.4% |
| All | +19.6% | +8.3% | +11.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling