+359.3%
AVAV vs BG
+95.6%
+263.7%
-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% | -1.0% | -2.2% |
| 7D | 0.0% | +5.0% | -5.0% | -1.4% |
| 30D | -9.9% | -3.2% | -6.7% | -9.3% |
| 3M | -34.7% | -11.2% | -23.5% | -32.8% |
| 6M | -26.6% | -19.4% | -7.2% | -22.6% |
| YTD | -48.9% | +13.6% | -62.6% | -51.6% |
| 1Y | -63.0% | +7.3% | -70.3% | -64.4% |
| 3Y | +1.6% | +3.8% | -2.2% | -3.8% |
| 5Y | +34.5% | +23.2% | +11.3% | +15.5% |
| 10Y | +359.3% | +97.9% | +261.3% | +205.6% |
| All | +359.3% | +95.6% | +263.7% | +205.6% |
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