+269.1%
BLK vs AVAV
+520.8%
-251.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.5% | -5.4% | -1.6% |
| 7D | -5.2% | -0.1% | -5.1% | -5.2% |
| 30D | -7.0% | -25.0% | +17.9% | -3.0% |
| 3M | +5.7% | -15.0% | +20.6% | +6.9% |
| 6M | +11.0% | -33.6% | +44.6% | +15.9% |
| YTD | +0.9% | -39.2% | +40.1% | +5.0% |
| 1Y | -1.6% | -40.5% | +38.9% | +1.7% |
| 3Y | +64.5% | +29.6% | +34.9% | +39.9% |
| 5Y | +30.9% | +56.7% | -25.9% | +2.9% |
| All | +269.1% | +520.8% | -251.7% | +100.0% |
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