+285.2%
BN vs AVAV
+423.1%
-137.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +12.6% | -8.8% | +1.7% |
| 7D | +3.6% | +3.2% | +0.5% | +2.7% |
| 30D | +15.9% | -7.4% | +23.3% | +16.8% |
| 3M | -2.3% | -32.0% | +29.7% | +3.5% |
| 6M | -8.4% | -24.6% | +16.1% | -6.3% |
| YTD | -5.9% | -47.5% | +41.6% | +0.6% |
| 1Y | -5.6% | -61.5% | +55.9% | +6.6% |
| 3Y | +104.2% | +5.5% | +98.8% | +80.0% |
| 5Y | +35.5% | +35.7% | -0.3% | +8.6% |
| 10Y | +285.2% | +379.1% | -93.9% | +164.7% |
| All | +285.2% | +423.1% | -137.9% | +164.7% |
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