+180.5%
BA vs AVAV
+352.9%
-172.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.3% | +10.5% | +3.9% |
| 7D | +5.9% | -10.1% | +16.0% | +8.1% |
| 30D | -8.2% | -18.7% | +10.6% | -4.3% |
| 3M | -25.4% | -33.0% | +7.6% | -19.3% |
| 6M | -20.0% | -37.2% | +17.2% | -14.0% |
| YTD | -18.5% | -53.2% | +34.7% | -9.3% |
| 1Y | -10.6% | -69.0% | +58.4% | +8.5% |
| 3Y | -9.3% | -5.5% | -3.8% | -20.0% |
| 5Y | -16.9% | +20.1% | -37.0% | -34.6% |
| 10Y | +37.9% | +371.8% | -333.9% | -24.1% |
| All | +180.5% | +352.9% | -172.4% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling