+846.1%
BX vs AVAV
+403.8%
+442.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.5% | -10.7% | -2.6% |
| 7D | +1.8% | -10.6% | +12.4% | +3.9% |
| 30D | +7.9% | -18.8% | +26.7% | +12.4% |
| 3M | -9.6% | -34.1% | +24.5% | -1.7% |
| 6M | -2.3% | -35.3% | +33.1% | +4.7% |
| YTD | -19.3% | -53.4% | +34.1% | -9.4% |
| 1Y | -13.2% | -65.6% | +52.4% | +3.9% |
| 3Y | +33.8% | -5.1% | +38.9% | +16.9% |
| 5Y | 0.0% | +18.5% | -18.5% | -21.5% |
| 10Y | +685.4% | +369.8% | +315.5% | +286.3% |
| All | +846.1% | +403.8% | +442.2% | +279.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling