+40.4%
AVAV vs BAH
-3.4%
+43.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.1% |
| 7D | -2.2% | -3.2% | +1.0% | -0.9% |
| 30D | -13.9% | +2.0% | -15.9% | -14.4% |
| 3M | -29.2% | -7.6% | -21.6% | -27.0% |
| 6M | -36.1% | -5.7% | -30.5% | -34.8% |
| YTD | -40.2% | -11.7% | -28.5% | -37.1% |
| 1Y | -36.2% | -27.4% | -8.8% | -28.6% |
| 3Y | +47.5% | -32.5% | +80.1% | +60.3% |
| All | +40.4% | -3.4% | +43.9% | +16.3% |
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