+45.3%
BAX vs AVAV
+397.6%
-352.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.6% | +9.9% | -10.5% | -1.6% |
| 30D | +6.3% | -5.4% | +11.7% | +6.5% |
| 3M | -4.6% | -36.5% | +32.0% | -0.8% |
| 6M | +50.4% | -25.3% | +75.7% | +52.5% |
| YTD | +38.0% | -48.6% | +86.6% | +43.7% |
| 1Y | +44.6% | -62.1% | +106.7% | +54.6% |
| 3Y | -15.1% | +2.3% | -17.5% | -20.7% |
| 5Y | -63.3% | +35.4% | -98.7% | -67.6% |
| 10Y | -34.4% | +345.1% | -379.5% | -53.2% |
| All | +45.3% | +397.6% | -352.3% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling