+23.3%
BTDR vs AVAV
+44.7%
-21.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.4% | +2.7% | -1.4% |
| 7D | +14.8% | -3.2% | +18.0% | +15.7% |
| 30D | +41.8% | -25.6% | +67.4% | +51.4% |
| 3M | -29.2% | -20.2% | -8.9% | -26.6% |
| 6M | +66.2% | -38.1% | +104.2% | +81.4% |
| YTD | +10.0% | -41.8% | +51.8% | +20.9% |
| 1Y | -11.0% | -39.0% | +28.1% | -1.4% |
| 3Y | +6.9% | +24.1% | -17.1% | +11.5% |
| 5Y | +24.7% | +53.0% | -28.4% | +30.2% |
| All | +23.3% | +44.7% | -21.4% | +29.2% |
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