+468.7%
BTSG vs AVAV
+21.6%
+447.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.9% | +0.2% | +2.8% |
| 7D | +5.7% | +3.2% | +2.5% | +5.5% |
| 30D | +0.2% | -20.3% | +20.5% | +2.2% |
| 3M | +5.6% | -19.4% | +25.1% | +7.0% |
| 6M | +50.8% | -35.3% | +86.0% | +55.5% |
| YTD | +67.0% | -38.5% | +105.5% | +70.2% |
| 1Y | +145.5% | -37.2% | +182.7% | +147.8% |
| All | +468.7% | +21.6% | +447.2% | +427.0% |
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