-33.9%
BTDR vs AVAV
+30.4%
-64.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +12.6% | -2.7% | +6.7% |
| 7D | +7.1% | +3.2% | +4.0% | +6.7% |
| 30D | -31.4% | -7.4% | -24.0% | -29.8% |
| 3M | -39.2% | -32.0% | -7.2% | -33.7% |
| 6M | -50.9% | -24.6% | -26.4% | -48.2% |
| YTD | -41.0% | -47.5% | +6.5% | -33.5% |
| 1Y | -69.9% | -61.5% | -8.5% | -64.2% |
| 3Y | +87.3% | +5.5% | +81.8% | +99.4% |
| 5Y | -33.6% | +35.7% | -69.4% | -28.9% |
| All | -33.9% | +30.4% | -64.3% | -28.9% |
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