+737.9%
BE vs AVAV
+69.1%
+668.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +0.7% | +12.2% | +12.7% |
| 7D | +4.5% | +9.9% | -5.3% | +1.0% |
| 30D | -20.1% | -5.4% | -14.7% | -18.2% |
| 3M | -0.8% | -36.5% | +35.7% | +18.6% |
| 6M | -26.2% | -25.3% | -1.0% | -21.0% |
| YTD | +141.1% | -48.6% | +189.6% | +187.5% |
| 1Y | +64.8% | -62.1% | +126.9% | +128.4% |
| 3Y | +1,887.4% | +2.3% | +1,885.1% | +1,478.8% |
| 5Y | +518.1% | +35.4% | +482.7% | +294.9% |
| All | +737.9% | +69.1% | +668.8% | +481.0% |
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