+911.5%
BE vs AVAV
+96.6%
+814.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.7% | +9.1% | +8.1% |
| 7D | +20.0% | -2.2% | +22.2% | +21.0% |
| 30D | +7.9% | -13.9% | +21.8% | +13.6% |
| 3M | -13.2% | -29.2% | +16.0% | -3.1% |
| 6M | +53.5% | -36.1% | +89.6% | +73.1% |
| YTD | +191.0% | -40.2% | +231.2% | +227.1% |
| 1Y | +360.5% | -36.2% | +396.7% | +412.3% |
| 3Y | +1,568.0% | +47.5% | +1,520.5% | +1,006.1% |
| 5Y | +1,055.2% | +39.3% | +1,015.9% | +634.1% |
| All | +911.5% | +96.6% | +814.9% | +561.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling