-69.0%
AVAV vs BURL
-4.6%
-64.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.7% | -16.0% | -8.6% |
| 7D | -10.1% | +10.4% | -20.5% | -10.5% |
| 30D | -18.7% | -4.9% | -13.8% | -18.4% |
| 3M | -33.0% | -29.8% | -3.3% | -31.5% |
| 6M | -37.2% | -16.5% | -20.7% | -37.5% |
| YTD | -53.2% | -10.5% | -42.6% | -54.3% |
| 1Y | -69.0% | -5.3% | -63.7% | -70.1% |
| All | -69.0% | -4.6% | -64.4% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 1y: compounded portfolio wealth divided by compounded BURL 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…
1y analysis · Full analysis span regression · 6 months rolling