+308.9%
AVAV vs BG
+111.0%
+197.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.2% |
| 7D | +4.2% | +2.6% | +1.6% | +3.5% |
| 30D | -2.6% | -6.7% | +4.1% | -0.8% |
| 3M | -38.0% | -9.3% | -28.7% | -36.5% |
| 6M | -27.0% | -18.3% | -8.7% | -23.3% |
| YTD | -51.4% | +16.2% | -67.6% | -54.3% |
| 1Y | -60.2% | +7.6% | -67.8% | -61.7% |
| 3Y | -6.7% | +6.6% | -13.2% | -12.4% |
| 5Y | +28.3% | +22.2% | +6.1% | +10.7% |
| All | +308.9% | +111.0% | +197.9% | +167.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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