+53.0%
AVAV vs BG
+84.9%
-31.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.3% | -5.0% | -5.3% |
| 7D | -3.2% | +0.5% | -3.7% | -3.2% |
| 30D | -25.6% | +10.3% | -35.9% | -26.8% |
| 3M | -20.2% | -1.9% | -18.3% | -20.0% |
| 6M | -38.1% | +5.2% | -43.3% | -38.7% |
| YTD | -41.8% | +41.2% | -83.0% | -45.2% |
| 1Y | -39.0% | +50.5% | -89.6% | -43.5% |
| 3Y | +24.1% | +19.9% | +4.2% | +18.4% |
| 5Y | +53.0% | +86.7% | -33.7% | +43.8% |
| All | +53.0% | +84.9% | -31.9% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling