+707.7%
BE vs AVAV
+64.3%
+643.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.9% | -0.7% | -2.4% |
| 7D | +20.5% | +18.4% | +2.2% | +12.5% |
| 30D | -23.4% | -4.9% | -18.4% | -21.5% |
| 3M | -14.9% | -37.7% | +22.8% | +2.6% |
| 6M | -28.1% | -28.4% | +0.4% | -21.5% |
| YTD | +132.4% | -50.0% | +182.4% | +180.5% |
| 1Y | +59.4% | -62.6% | +122.0% | +122.1% |
| 3Y | +1,815.8% | -0.6% | +1,816.5% | +1,440.8% |
| 5Y | +491.3% | +31.9% | +459.4% | +281.9% |
| All | +707.7% | +64.3% | +643.5% | +467.0% |
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