+714.0%
BN vs AVAV
+478.6%
+235.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | +0.1% |
| 7D | -2.5% | -2.2% | -0.2% | -2.0% |
| 30D | -9.5% | -13.9% | +4.4% | -7.1% |
| 3M | -10.4% | -29.2% | +18.8% | -5.7% |
| 6M | -6.4% | -36.1% | +29.8% | -0.5% |
| YTD | -11.9% | -40.2% | +28.3% | -6.9% |
| 1Y | -8.6% | -36.2% | +27.6% | -5.7% |
| 3Y | +77.6% | +47.5% | +30.0% | +46.2% |
| 5Y | +37.0% | +39.3% | -2.2% | +9.2% |
| 10Y | +266.4% | +482.6% | -216.2% | +98.6% |
| All | +714.0% | +478.6% | +235.4% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling