-33.1%
BAX vs AVAV
+315.4%
-348.6%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +0.5% |
| 7D | +0.1% | +4.2% | -4.1% | -0.3% |
| 30D | +4.1% | -2.6% | +6.6% | +4.0% |
| 3M | -4.5% | -38.0% | +33.4% | -1.4% |
| 6M | +49.2% | -27.0% | +76.2% | +51.2% |
| YTD | +35.2% | -51.4% | +86.7% | +40.2% |
| 1Y | +38.3% | -60.2% | +98.5% | +45.3% |
| 3Y | -19.0% | -6.7% | -12.4% | -22.7% |
| 5Y | -64.2% | +28.3% | -92.5% | -67.3% |
| All | -33.1% | +315.4% | -348.6% | -45.5% |
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 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