+31.8%
BA vs AVAV
+361.4%
-329.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -9.9% | -1.8% |
| 7D | +1.1% | -10.6% | +11.7% | +3.2% |
| 30D | -7.9% | -18.8% | +10.9% | -4.1% |
| 3M | -25.3% | -34.1% | +8.8% | -18.9% |
| 6M | -24.6% | -35.3% | +10.7% | -19.3% |
| YTD | -20.1% | -53.4% | +33.2% | -11.0% |
| 1Y | -11.8% | -65.6% | +53.9% | +5.3% |
| 3Y | -10.1% | -5.1% | -5.1% | -23.3% |
| 5Y | -22.7% | +18.5% | -41.3% | -42.1% |
| All | +31.8% | +361.4% | -329.6% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling