+1,022.5%
BLK vs AVAV
+370.1%
+652.4%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.3% | +1.1% |
| 7D | +3.7% | +4.2% | -0.5% | +2.8% |
| 30D | +13.9% | -2.6% | +16.4% | +13.8% |
| 3M | +3.9% | -38.0% | +41.9% | +13.0% |
| 6M | +13.0% | -27.0% | +40.0% | +16.4% |
| YTD | +16.1% | -51.4% | +67.5% | +26.5% |
| 1Y | +16.8% | -60.2% | +77.0% | +32.1% |
| 3Y | +97.7% | -6.7% | +104.3% | +73.4% |
| 5Y | +42.1% | +28.3% | +13.8% | +9.6% |
| 10Y | +321.3% | +320.5% | +0.8% | +113.1% |
| All | +1,022.5% | +370.1% | +652.4% | +348.5% |
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