+302.3%
BN vs AVAV
+360.4%
-58.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -2.4% | +9.9% | -12.3% | -4.2% |
| 30D | +13.5% | -5.4% | +18.9% | +14.0% |
| 3M | -5.9% | -36.5% | +30.6% | +1.0% |
| 6M | -8.9% | -25.3% | +16.3% | -6.6% |
| YTD | -7.9% | -48.6% | +40.7% | -1.1% |
| 1Y | -8.3% | -62.1% | +53.8% | +3.9% |
| 3Y | +100.8% | +2.3% | +98.5% | +77.7% |
| 5Y | +38.2% | +35.4% | +2.8% | +10.6% |
| 10Y | +302.3% | +345.1% | -42.7% | +168.5% |
| All | +302.3% | +360.4% | -58.1% | +168.5% |
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 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