-0.9%
BA vs AVAV
+39.7%
-40.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.6% | +1.1% |
| 7D | +1.2% | -2.2% | +3.4% | +1.5% |
| 30D | -11.6% | -13.9% | +2.3% | -9.6% |
| 3M | -2.4% | -29.2% | +26.9% | +2.1% |
| 6M | -6.6% | -36.1% | +29.5% | -1.4% |
| YTD | -2.2% | -40.2% | +38.0% | +2.2% |
| 1Y | -8.0% | -36.2% | +28.2% | -5.8% |
| 3Y | -5.0% | +47.5% | -52.5% | -21.9% |
| All | -0.9% | +39.7% | -40.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling