+641.7%
BE vs AVAV
+67.9%
+573.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.7% | -1.6% | -3.2% |
| 7D | -13.4% | 0.0% | -13.3% | -13.0% |
| 30D | -33.9% | -9.9% | -24.0% | -30.9% |
| 3M | -12.0% | -34.7% | +22.7% | +3.9% |
| 6M | -29.0% | -26.6% | -2.4% | -23.4% |
| YTD | +113.4% | -48.9% | +162.3% | +155.1% |
| 1Y | +33.2% | -63.0% | +96.2% | +86.5% |
| 3Y | +1,659.2% | +1.6% | +1,657.6% | +1,301.3% |
| 5Y | +461.4% | +34.5% | +426.9% | +259.5% |
| All | +641.7% | +67.9% | +573.8% | +415.7% |
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