+28.2%
BABA vs AVAV
+359.9%
-331.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | -4.8% | -2.2% | -2.5% | -4.5% |
| 30D | -11.9% | -13.9% | +2.0% | -10.3% |
| 3M | -9.3% | -29.2% | +20.0% | -5.8% |
| 6M | -14.2% | -36.1% | +21.9% | -10.3% |
| YTD | -22.0% | -40.2% | +18.2% | -18.9% |
| 1Y | -12.7% | -36.2% | +23.5% | -11.0% |
| 3Y | +26.7% | +47.5% | -20.9% | +4.8% |
| 5Y | -29.3% | +39.3% | -68.6% | -43.5% |
| 10Y | +21.2% | +482.6% | -461.3% | -29.9% |
| All | +28.2% | +359.9% | -331.8% | -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 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