+341.9%
AVAV vs BB
+28.0%
+313.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.5% |
| 7D | 0.0% | +11.6% | -11.6% | -2.3% |
| 30D | -9.9% | +2.6% | -12.5% | -10.7% |
| 3M | -34.7% | +3.5% | -38.2% | -35.6% |
| 6M | -26.6% | +43.5% | -70.1% | -34.0% |
| YTD | -48.9% | +141.2% | -190.1% | -59.3% |
| 1Y | -63.0% | +97.4% | -160.4% | -69.3% |
| 3Y | +1.6% | +151.1% | -149.5% | -24.0% |
| 5Y | +34.5% | -12.8% | +47.3% | +19.7% |
| All | +341.9% | +28.0% | +313.8% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling