+35.4%
BX vs AVAV
-3.9%
+39.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.8% |
| 7D | +0.6% | +4.2% | -3.6% | -0.1% |
| 30D | +14.2% | -2.6% | +16.8% | +14.2% |
| 3M | -18.7% | -38.0% | +19.2% | -13.6% |
| 6M | +2.5% | -27.0% | +29.5% | +5.4% |
| YTD | -18.8% | -51.4% | +32.6% | -12.9% |
| 1Y | -10.3% | -60.2% | +49.9% | -1.4% |
| 3Y | +35.4% | -6.7% | +42.0% | +23.5% |
| All | +35.4% | -3.9% | +39.3% | +23.5% |
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