-36.8%
BAX vs AVAV
+361.4%
-398.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.5% | -9.9% | -0.2% |
| 7D | +12.1% | -10.6% | +22.7% | +12.9% |
| 30D | +7.6% | -18.8% | +26.4% | +9.0% |
| 3M | -4.5% | -34.1% | +29.6% | -1.9% |
| 6M | +52.0% | -35.3% | +87.4% | +55.4% |
| YTD | +35.1% | -53.4% | +88.5% | +40.5% |
| 1Y | +43.7% | -65.6% | +109.4% | +52.4% |
| 3Y | -20.9% | -5.1% | -15.9% | -24.5% |
| 5Y | -63.5% | +18.5% | -82.1% | -66.4% |
| All | -36.8% | +361.4% | -398.2% | -42.2% |
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