+37.1%
AVAV vs BTG
+77.3%
-40.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | -13.9% | +36.8% | -50.8% | -20.1% |
| 3M | -29.2% | +23.1% | -52.3% | -32.9% |
| 6M | -36.1% | +3.5% | -39.6% | -37.8% |
| YTD | -40.2% | +25.5% | -65.7% | -44.5% |
| 1Y | -36.2% | +40.1% | -76.3% | -42.7% |
| 3Y | +47.5% | +101.1% | -53.6% | +19.0% |
| All | +37.1% | +77.3% | -40.1% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 5y: compounded portfolio wealth divided by compounded BTG 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…
5y analysis · Full analysis span regression · 6 months rolling