+296.6%
BN vs AVAV
+327.1%
-30.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.5% |
| 7D | -0.3% | +18.4% | -18.7% | -3.3% |
| 30D | +13.6% | -4.9% | +18.5% | +14.0% |
| 3M | -6.7% | -37.7% | +31.0% | +0.5% |
| 6M | -9.0% | -28.4% | +19.5% | -6.0% |
| YTD | -8.8% | -50.0% | +41.3% | -1.6% |
| 1Y | -10.6% | -62.6% | +52.0% | +1.5% |
| 3Y | +98.8% | -0.6% | +99.4% | +76.8% |
| 5Y | +33.6% | +31.9% | +1.7% | +7.4% |
| All | +296.6% | +327.1% | -30.5% | +165.1% |
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