+251.7%
BAC vs AVAV
+423.1%
-171.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +12.6% | -10.3% | +0.5% |
| 7D | +2.0% | +3.2% | -1.2% | +1.2% |
| 30D | -6.9% | -7.4% | +0.5% | -6.3% |
| 3M | -19.6% | -32.0% | +12.4% | -15.5% |
| 6M | -0.5% | -24.6% | +24.1% | +1.2% |
| YTD | -6.6% | -47.5% | +40.9% | -1.7% |
| 1Y | -3.0% | -61.5% | +58.5% | +7.2% |
| 3Y | +97.3% | +5.5% | +91.8% | +70.5% |
| 5Y | +21.9% | +35.7% | -13.9% | -5.0% |
| 10Y | +251.7% | +379.1% | -127.4% | +82.4% |
| All | +251.7% | +423.1% | -171.5% | +82.4% |
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 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