-34.1%
AVAV vs BB
+2.7%
-36.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +4.4% | +6.0% | +8.9% |
| 7D | -10.6% | +3.8% | -14.4% | -11.6% |
| 30D | -18.8% | -0.3% | -18.5% | -19.1% |
| 3M | -34.1% | -0.5% | -33.6% | -34.2% |
| All | -34.1% | +2.7% | -36.8% | -34.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling