+289.2%
BN vs AVAV
+358.8%
-69.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.7% | +1.4% | -0.9% |
| 7D | +4.3% | 0.0% | +4.3% | +3.9% |
| 30D | +14.3% | -9.9% | +24.2% | +15.8% |
| 3M | -4.1% | -34.7% | +30.6% | +2.4% |
| 6M | -9.7% | -26.6% | +17.0% | -7.1% |
| YTD | -7.1% | -48.9% | +41.8% | -0.2% |
| 1Y | -7.4% | -63.0% | +55.6% | +5.3% |
| 3Y | +102.3% | +1.6% | +100.8% | +79.5% |
| 5Y | +35.9% | +34.5% | +1.4% | +9.0% |
| 10Y | +289.2% | +359.3% | -70.1% | +166.8% |
| All | +289.2% | +358.8% | -69.6% | +166.8% |
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