+416.1%
AVAV vs BB
-77.6%
+493.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.9% | -2.6% |
| 7D | 0.0% | +11.6% | -11.6% | -2.0% |
| 30D | -9.9% | +2.6% | -12.5% | -10.6% |
| 3M | -34.7% | +3.5% | -38.2% | -35.4% |
| 6M | -26.6% | +43.5% | -70.1% | -32.9% |
| YTD | -48.9% | +141.2% | -190.1% | -58.0% |
| 1Y | -63.0% | +97.4% | -160.4% | -68.4% |
| 3Y | +1.6% | +151.1% | -149.5% | -20.7% |
| 5Y | +34.5% | -12.8% | +47.3% | +22.3% |
| 10Y | +359.3% | +27.5% | +331.8% | +233.4% |
| All | +416.1% | -77.6% | +493.7% | +363.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling