+924.9%
BLK vs AVAV
+478.6%
+446.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | 0.0% |
| 7D | -3.6% | -2.2% | -1.4% | -3.2% |
| 30D | -1.0% | -13.9% | +12.9% | +1.6% |
| 3M | +10.4% | -29.2% | +39.6% | +16.2% |
| 6M | +8.2% | -36.1% | +44.3% | +14.9% |
| YTD | +6.0% | -40.2% | +46.2% | +11.8% |
| 1Y | +3.3% | -36.2% | +39.6% | +5.9% |
| 3Y | +70.3% | +47.5% | +22.7% | +35.5% |
| 5Y | +34.5% | +39.3% | -4.8% | +3.1% |
| 10Y | +281.9% | +482.6% | -200.6% | +80.9% |
| All | +924.9% | +478.6% | +446.3% | +296.3% |
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