+290.2%
BN vs AVAV
+315.4%
-25.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.7% | +1.1% | -1.1% |
| 7D | -1.0% | +4.2% | -5.2% | -1.8% |
| 30D | +14.0% | -2.6% | +16.5% | +13.9% |
| 3M | -9.0% | -38.0% | +29.0% | -2.0% |
| 6M | -8.8% | -27.0% | +18.2% | -6.2% |
| YTD | -10.3% | -51.4% | +41.2% | -2.7% |
| 1Y | -5.8% | -60.2% | +54.4% | +5.6% |
| 3Y | +94.8% | -6.7% | +101.4% | +75.4% |
| 5Y | +31.5% | +28.3% | +3.2% | +6.1% |
| All | +290.2% | +315.4% | -25.2% | +162.1% |
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