+679.5%
BX vs AVAV
+516.1%
+163.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -2.2% |
| 7D | -2.0% | +3.2% | -5.2% | -2.6% |
| 30D | -2.3% | -20.3% | +18.0% | +2.0% |
| 3M | +18.5% | -19.4% | +38.0% | +22.0% |
| 6M | +23.7% | -35.3% | +59.0% | +31.8% |
| YTD | -10.4% | -38.5% | +28.1% | -5.3% |
| 1Y | -19.6% | -37.2% | +17.6% | -16.6% |
| 3Y | +30.8% | +31.1% | -0.3% | +8.2% |
| 5Y | +24.3% | +41.0% | -16.7% | -3.5% |
| 10Y | +679.5% | +508.8% | +170.7% | +330.8% |
| All | +679.5% | +516.1% | +163.4% | +330.8% |
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