+419.8%
AVAV vs BB
-77.0%
+496.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.2% |
| 7D | +9.9% | +7.3% | +2.6% | +8.6% |
| 30D | -5.4% | +11.2% | -16.6% | -7.5% |
| 3M | -36.5% | +4.7% | -41.2% | -37.4% |
| 6M | -25.3% | +51.1% | -76.4% | -32.4% |
| YTD | -48.6% | +148.0% | -196.6% | -57.9% |
| 1Y | -62.1% | +106.1% | -168.2% | -67.9% |
| 3Y | +2.3% | +158.2% | -155.9% | -20.6% |
| 5Y | +35.4% | -10.8% | +46.2% | +22.6% |
| 10Y | +345.1% | +29.3% | +315.8% | +222.1% |
| All | +419.8% | -77.0% | +496.8% | +363.9% |
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