+217.6%
BAC vs AVAV
+315.4%
-97.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.8% | +1.4% |
| 7D | +3.2% | +4.2% | -1.0% | +2.5% |
| 30D | -0.7% | -2.6% | +1.8% | -0.8% |
| 3M | -20.0% | -38.0% | +18.0% | -14.9% |
| 6M | +3.4% | -27.0% | +30.4% | +5.6% |
| YTD | -5.7% | -51.4% | +45.7% | +0.3% |
| 1Y | -1.4% | -60.2% | +58.8% | +8.1% |
| 3Y | +97.9% | -6.7% | +104.6% | +74.7% |
| 5Y | +22.9% | +28.3% | -5.4% | -3.5% |
| All | +217.6% | +315.4% | -97.8% | +72.1% |
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