+511.2%
AVAV vs BR
+190.5%
+320.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.4% | +4.4% |
| 7D | -0.1% | -6.0% | +5.9% | +2.8% |
| 30D | -25.0% | -0.9% | -24.1% | -24.9% |
| 3M | -15.0% | +16.4% | -31.3% | -21.6% |
| 6M | -33.6% | -8.2% | -25.4% | -31.6% |
| YTD | -39.2% | -23.2% | -16.0% | -31.8% |
| 1Y | -40.5% | -30.9% | -9.5% | -29.9% |
| 3Y | +29.6% | -5.0% | +34.6% | +26.8% |
| 5Y | +56.7% | +8.8% | +47.9% | +38.9% |
| All | +511.2% | +190.5% | +320.7% | +302.0% |
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