+15.8%
BABA vs AVAV
+423.1%
-407.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +12.6% | -16.3% | -5.4% |
| 7D | +3.8% | +3.2% | +0.7% | +3.0% |
| 30D | -5.4% | -7.4% | +2.0% | -4.9% |
| 3M | -17.9% | -32.0% | +14.1% | -14.2% |
| 6M | -24.1% | -24.6% | +0.5% | -23.0% |
| YTD | -27.4% | -47.5% | +20.1% | -23.8% |
| 1Y | -36.1% | -61.5% | +25.4% | -29.8% |
| 3Y | +35.4% | +5.5% | +29.9% | +18.6% |
| 5Y | -30.1% | +35.7% | -65.8% | -44.3% |
| 10Y | +15.8% | +379.1% | -363.3% | -24.0% |
| All | +15.8% | +423.1% | -407.3% | -24.0% |
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