-14.9%
BAX vs AVAV
+2.7%
-17.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +12.6% | -10.2% | +1.7% |
| 7D | +9.0% | +3.2% | +5.9% | +8.7% |
| 30D | +8.5% | -7.4% | +15.9% | +8.7% |
| 3M | -4.1% | -32.0% | +27.9% | -2.0% |
| 6M | +46.9% | -24.6% | +71.5% | +48.4% |
| YTD | +38.4% | -47.5% | +85.9% | +42.1% |
| 1Y | +47.0% | -61.5% | +108.5% | +53.1% |
| 3Y | -14.9% | +5.5% | -20.4% | -19.4% |
| All | -14.9% | +2.7% | -17.7% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling