+33.8%
BX vs AVAV
-5.8%
+39.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -1.7% |
| 7D | +1.8% | -10.6% | +12.4% | +3.2% |
| 30D | +7.9% | -18.8% | +26.7% | +10.7% |
| 3M | -9.6% | -34.1% | +24.5% | -4.7% |
| 6M | -2.3% | -35.3% | +33.1% | +2.2% |
| YTD | -19.3% | -53.4% | +34.1% | -12.8% |
| 1Y | -13.2% | -65.6% | +52.4% | -2.6% |
| 3Y | +33.8% | -5.1% | +38.9% | +21.3% |
| All | +33.8% | -5.8% | +39.6% | +21.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling