+48.0%
BAX vs AVAV
-68.0%
+116.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -8.3% | +12.3% | +4.5% |
| 7D | +4.1% | -10.1% | +14.2% | +4.6% |
| 30D | +9.4% | -18.7% | +28.1% | +10.8% |
| 3M | -6.5% | -33.0% | +26.5% | -4.0% |
| 6M | +59.6% | -37.2% | +96.8% | +63.9% |
| YTD | +38.9% | -53.2% | +92.1% | +47.1% |
| 1Y | +48.0% | -69.0% | +117.0% | +53.5% |
| All | +48.0% | -68.0% | +116.0% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling