+31.1%
BA vs AVAV
+317.7%
-286.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -0.4% |
| 7D | -0.1% | -24.3% | +24.2% | +5.9% |
| 30D | -9.1% | -28.9% | +19.8% | -2.5% |
| 3M | -28.2% | -39.3% | +11.1% | -20.6% |
| 6M | -23.1% | -38.8% | +15.6% | -16.7% |
| YTD | -20.6% | -57.8% | +37.2% | -9.4% |
| 1Y | -12.7% | -70.9% | +58.2% | +8.3% |
| 3Y | -11.6% | -14.8% | +3.2% | -22.6% |
| 5Y | -23.1% | +7.3% | -30.4% | -41.0% |
| All | +31.1% | +317.7% | -286.6% | -27.9% |
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