+377.6%
AVAV vs BR
+1,465.0%
-1,087.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.3% | +11.2% |
| 7D | -10.6% | +6.5% | -17.1% | -13.3% |
| 30D | -18.8% | +18.9% | -37.7% | -25.0% |
| 3M | -34.1% | +16.3% | -50.4% | -38.8% |
| 6M | -35.3% | +26.2% | -61.5% | -42.3% |
| YTD | -53.4% | -13.1% | -40.3% | -51.4% |
| 1Y | -65.6% | -10.5% | -55.2% | -64.7% |
| 3Y | -5.1% | +13.3% | -18.4% | -13.5% |
| 5Y | +18.5% | +19.9% | -1.4% | +4.0% |
| 10Y | +369.8% | +254.2% | +115.6% | +159.6% |
| All | +377.6% | +1,465.0% | -1,087.4% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling