+593.0%
BE vs AVAV
+53.3%
+539.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +10.5% | -7.0% | -0.9% |
| 7D | -14.7% | -10.6% | -4.1% | -10.4% |
| 30D | -40.5% | -18.8% | -21.7% | -35.2% |
| 3M | -24.3% | -34.1% | +9.8% | -11.5% |
| 6M | -39.3% | -35.3% | -4.0% | -31.1% |
| YTD | +99.4% | -53.4% | +152.8% | +147.1% |
| 1Y | +26.6% | -65.6% | +92.2% | +82.5% |
| 3Y | +1,616.9% | -5.1% | +1,622.0% | +1,299.2% |
| 5Y | +441.4% | +18.5% | +422.9% | +265.7% |
| All | +593.0% | +53.3% | +539.7% | +399.5% |
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