+493.8%
AVAV vs BG
+160.3%
+333.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -3.2% | +0.5% | -3.7% | -3.3% |
| 30D | -25.6% | +10.3% | -35.9% | -27.8% |
| 3M | -20.2% | -1.9% | -18.3% | -20.2% |
| 6M | -38.1% | +5.2% | -43.3% | -39.5% |
| YTD | -41.8% | +41.2% | -83.0% | -47.9% |
| 1Y | -39.0% | +50.5% | -89.6% | -47.0% |
| 3Y | +24.1% | +19.9% | +4.2% | +13.4% |
| 5Y | +53.0% | +86.7% | -33.7% | +14.8% |
| 10Y | +493.8% | +167.5% | +326.4% | +259.3% |
| All | +493.8% | +160.3% | +333.5% | +259.3% |
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