+40.4%
AVAV vs BWA
+91.4%
-50.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.5% |
| 7D | -2.2% | +5.7% | -7.9% | -3.7% |
| 30D | -13.9% | +1.4% | -15.3% | -14.2% |
| 3M | -29.2% | -12.1% | -17.1% | -26.9% |
| 6M | -36.1% | +28.6% | -64.7% | -40.1% |
| YTD | -40.2% | +51.1% | -91.3% | -47.5% |
| 1Y | -36.2% | +55.9% | -92.1% | -44.7% |
| 3Y | +47.5% | +70.1% | -22.6% | +19.9% |
| All | +40.4% | +91.4% | -50.9% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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