+513.7%
AVAV vs BAH
+886.2%
-372.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.2% |
| 7D | -2.2% | -3.2% | +1.0% | -1.0% |
| 30D | -13.9% | +2.0% | -15.9% | -14.4% |
| 3M | -29.2% | -7.6% | -21.6% | -27.3% |
| 6M | -36.1% | -5.7% | -30.5% | -35.0% |
| YTD | -40.2% | -11.7% | -28.5% | -37.4% |
| 1Y | -36.2% | -27.4% | -8.8% | -28.8% |
| 3Y | +47.5% | -32.5% | +80.1% | +63.3% |
| 5Y | +39.3% | -3.3% | +42.6% | +32.0% |
| 10Y | +482.6% | +186.0% | +296.6% | +264.8% |
| All | +513.7% | +886.2% | -372.5% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling