-35.6%
BAX vs AVAV
+358.8%
-394.4%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.2% |
| 7D | +3.6% | 0.0% | +3.7% | +3.5% |
| 30D | +8.5% | -9.9% | +18.4% | +9.1% |
| 3M | -4.9% | -34.7% | +29.8% | -2.1% |
| 6M | +47.0% | -26.6% | +73.6% | +48.8% |
| YTD | +38.4% | -48.9% | +87.4% | +43.0% |
| 1Y | +49.1% | -63.0% | +112.1% | +57.4% |
| 3Y | -14.9% | +1.6% | -16.5% | -19.2% |
| 5Y | -63.1% | +34.5% | -97.6% | -66.4% |
| 10Y | -35.6% | +359.3% | -394.9% | -45.6% |
| All | -35.6% | +358.8% | -394.4% | -45.6% |
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