+371.2%
AVAV vs BG
+104.9%
+266.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.6% | +9.9% | +10.3% |
| 7D | -10.6% | +2.5% | -13.1% | -11.3% |
| 30D | -18.8% | -6.1% | -12.7% | -17.7% |
| 3M | -34.1% | -8.5% | -25.6% | -32.9% |
| 6M | -35.3% | -20.4% | -14.9% | -31.9% |
| YTD | -53.4% | +13.3% | -66.7% | -55.5% |
| 1Y | -65.6% | +7.3% | -72.9% | -66.8% |
| 3Y | -5.1% | +2.6% | -7.6% | -9.4% |
| 5Y | +18.5% | +22.0% | -3.5% | +5.1% |
| 10Y | +369.8% | +91.8% | +278.1% | +247.3% |
| All | +371.2% | +104.9% | +266.4% | +183.5% |
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