+60.5%
BDX vs AVAV
+478.0%
-417.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.3% | +1.3% |
| 7D | -3.6% | -3.2% | -0.4% | -3.4% |
| 30D | +0.7% | -25.6% | +26.2% | +2.4% |
| 3M | +19.0% | -20.2% | +39.2% | +20.1% |
| 6M | +10.8% | -38.1% | +48.8% | +13.2% |
| YTD | +20.1% | -41.8% | +61.9% | +22.5% |
| 1Y | +23.1% | -39.0% | +62.1% | +24.5% |
| 3Y | -8.8% | +24.1% | -32.9% | -14.8% |
| 5Y | -1.4% | +53.0% | -54.5% | -11.1% |
| 10Y | +60.5% | +493.8% | -433.3% | +29.3% |
| All | +60.5% | +478.0% | -417.5% | +29.3% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling