+35.7%
AVAV vs BG
+25.1%
+10.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +2.1% | +10.5% | +12.3% |
| 7D | +3.2% | +7.4% | -4.2% | +2.0% |
| 30D | -7.4% | -1.5% | -5.9% | -7.3% |
| 3M | -32.0% | -6.1% | -26.0% | -31.5% |
| 6M | -24.6% | -18.0% | -6.5% | -22.3% |
| YTD | -47.5% | +15.6% | -63.2% | -49.1% |
| 1Y | -61.5% | +9.6% | -71.0% | -62.4% |
| 3Y | +5.5% | +6.3% | -0.8% | +1.9% |
| 5Y | +35.7% | +24.6% | +11.2% | +31.3% |
| All | +35.7% | +25.1% | +10.6% | +31.3% |
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 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