+396.6%
BAC vs AVAV
+479.1%
-82.5%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.2% |
| 7D | +1.1% | -2.2% | +3.3% | +1.4% |
| 30D | -0.4% | -13.9% | +13.5% | +1.6% |
| 3M | +16.9% | -29.2% | +46.1% | +21.5% |
| 6M | +26.6% | -36.1% | +62.7% | +32.5% |
| YTD | +15.8% | -40.2% | +56.0% | +20.4% |
| 1Y | +27.2% | -36.2% | +63.4% | +29.0% |
| 3Y | +132.4% | +47.5% | +84.9% | +88.4% |
| 5Y | +72.6% | +39.3% | +33.3% | +35.1% |
| All | +396.6% | +479.1% | -82.5% | +132.0% |
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