+23.3%
BA vs AVAV
+315.4%
-292.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -1.1% | +4.2% | -5.3% | -2.2% |
| 30D | -7.1% | -2.6% | -4.6% | -7.3% |
| 3M | -25.5% | -38.0% | +12.4% | -18.2% |
| 6M | -28.7% | -27.0% | -1.7% | -25.9% |
| YTD | -21.0% | -51.4% | +30.4% | -13.0% |
| 1Y | -11.9% | -60.2% | +48.4% | +1.5% |
| 3Y | -16.2% | -6.7% | -9.5% | -28.1% |
| 5Y | -22.4% | +28.3% | -50.7% | -43.1% |
| All | +23.3% | +315.4% | -292.1% | -31.7% |
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