+393.6%
AVAV vs BURL
+1,021.0%
-627.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +7.7% | -16.0% | -10.0% |
| 7D | -10.1% | +10.4% | -20.5% | -12.1% |
| 30D | -18.7% | -4.9% | -13.8% | -18.0% |
| 3M | -33.0% | -29.8% | -3.3% | -28.2% |
| 6M | -37.2% | -16.5% | -20.7% | -35.7% |
| YTD | -53.2% | -10.5% | -42.6% | -52.9% |
| 1Y | -69.0% | -5.3% | -63.7% | -69.3% |
| 3Y | -5.5% | +95.1% | -100.6% | -22.6% |
| 5Y | +20.1% | -12.1% | +32.2% | +12.5% |
| 10Y | +371.8% | +273.2% | +98.6% | +210.0% |
| All | +393.6% | +1,021.0% | -627.4% | +189.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling