+504.5%
AVAV vs BG
+145.4%
+359.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -2.2% | +2.8% | -5.0% | -3.0% |
| 30D | -13.9% | +12.0% | -26.0% | -16.7% |
| 3M | -29.2% | -7.7% | -21.5% | -28.1% |
| 6M | -36.1% | +4.5% | -40.6% | -37.4% |
| YTD | -40.2% | +35.7% | -75.9% | -45.4% |
| 1Y | -36.2% | +50.1% | -86.3% | -43.9% |
| 3Y | +47.5% | +12.6% | +34.9% | +37.7% |
| 5Y | +39.3% | +75.4% | -36.2% | +11.7% |
| 10Y | +482.6% | +150.5% | +332.1% | +302.0% |
| All | +504.5% | +145.4% | +359.1% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling