-27.7%
BABA vs AVAV
+7.1%
-34.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.8% | +12.5% | +3.7% |
| 7D | +8.6% | -24.3% | +32.9% | +11.7% |
| 30D | -1.1% | -28.9% | +27.8% | +2.4% |
| 3M | -15.9% | -39.3% | +23.3% | -11.7% |
| 6M | -17.5% | -38.8% | +21.2% | -14.5% |
| YTD | -25.6% | -57.8% | +32.2% | -20.4% |
| 1Y | -33.8% | -70.9% | +37.1% | -25.7% |
| 3Y | +34.6% | -14.8% | +49.4% | +18.9% |
| 5Y | -27.7% | +7.3% | -34.9% | -28.9% |
| All | -27.7% | +7.1% | -34.7% | -28.9% |
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 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