+34.5%
BABA vs AVAV
-14.7%
+49.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.8% | +12.5% | +3.1% |
| 7D | +8.6% | -24.3% | +32.9% | +10.0% |
| 30D | -1.1% | -28.9% | +27.8% | +0.6% |
| 3M | -15.9% | -39.3% | +23.3% | -13.9% |
| 6M | -17.5% | -38.8% | +21.2% | -16.1% |
| YTD | -25.6% | -57.8% | +32.2% | -22.9% |
| 1Y | -33.8% | -70.9% | +37.1% | -29.9% |
| All | +34.5% | -14.7% | +49.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling