+359.3%
AVAV vs BR
+271.1%
+88.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.9% |
| 7D | 0.0% | +5.0% | -5.0% | -2.6% |
| 30D | -9.9% | +16.6% | -26.6% | -16.7% |
| 3M | -34.7% | +12.0% | -46.7% | -38.8% |
| 6M | -26.6% | +30.7% | -57.4% | -36.5% |
| YTD | -48.9% | -11.9% | -37.0% | -46.6% |
| 1Y | -63.0% | -11.6% | -51.5% | -61.5% |
| 3Y | +1.6% | +15.0% | -13.4% | -10.2% |
| 5Y | +34.5% | +18.1% | +16.4% | +14.0% |
| 10Y | +359.3% | +278.6% | +80.6% | +151.1% |
| All | +359.3% | +271.1% | +88.2% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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