+333.1%
AVAV vs BAH
+1,110.0%
-776.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.2% | -11.0% | -10.3% |
| 7D | -24.3% | +6.0% | -30.4% | -26.3% |
| 30D | -28.9% | +31.1% | -60.0% | -36.5% |
| 3M | -39.3% | +25.2% | -64.4% | -44.6% |
| 6M | -38.8% | +18.9% | -57.7% | -43.4% |
| YTD | -57.8% | +8.3% | -66.1% | -59.5% |
| 1Y | -70.9% | +6.2% | -77.1% | -71.9% |
| 3Y | -14.8% | -22.8% | +8.0% | -10.8% |
| 5Y | +7.3% | +13.6% | -6.3% | -5.0% |
| 10Y | +325.3% | +240.2% | +85.1% | +147.2% |
| All | +333.1% | +1,110.0% | -776.9% | +57.7% |
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