-23.1%
BA vs AVAV
+7.1%
-30.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -9.8% | +7.3% | -1.0% |
| 7D | -0.1% | -24.3% | +24.2% | +4.3% |
| 30D | -9.1% | -28.9% | +19.8% | -4.3% |
| 3M | -28.2% | -39.3% | +11.1% | -22.6% |
| 6M | -23.1% | -38.8% | +15.6% | -18.3% |
| YTD | -20.6% | -57.8% | +37.2% | -12.5% |
| 1Y | -12.7% | -70.9% | +58.2% | +2.5% |
| 3Y | -11.6% | -14.8% | +3.2% | -20.1% |
| 5Y | -23.1% | +7.3% | -30.4% | -24.3% |
| All | -23.1% | +7.1% | -30.2% | -24.3% |
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