+675.5%
BE vs AVAV
+72.6%
+602.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +12.6% | -0.7% | +6.7% |
| 7D | -1.2% | +3.2% | -4.4% | -2.1% |
| 30D | -30.9% | -7.4% | -23.5% | -28.6% |
| 3M | -11.6% | -32.0% | +20.4% | +2.6% |
| 6M | -25.7% | -24.6% | -1.2% | -20.9% |
| YTD | +123.1% | -47.5% | +170.6% | +163.6% |
| 1Y | +43.4% | -61.5% | +104.9% | +97.4% |
| 3Y | +1,683.6% | +5.5% | +1,678.2% | +1,297.0% |
| 5Y | +465.4% | +35.7% | +429.7% | +261.2% |
| All | +675.5% | +72.6% | +602.9% | +432.9% |
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