+76.4%
BND vs AVAV
+536.1%
-459.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | 0.0% |
| 7D | -0.1% | -2.2% | +2.1% | -0.1% |
| 30D | -0.4% | -13.9% | +13.6% | -0.3% |
| 3M | -0.6% | -29.2% | +28.6% | -0.6% |
| 6M | -1.4% | -36.1% | +34.7% | -1.4% |
| YTD | -0.2% | -40.2% | +40.0% | -0.2% |
| 1Y | +1.3% | -36.2% | +37.5% | +1.3% |
| 3Y | +13.2% | +47.5% | -34.4% | +13.2% |
| 5Y | -1.6% | +39.3% | -40.8% | -1.6% |
| 10Y | +15.5% | +482.6% | -467.1% | +17.4% |
| All | +76.4% | +536.1% | -459.7% | +80.5% |
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 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