-1.2%
AVAV vs BIYA
-99.9%
+98.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.9% | -7.6% | -2.9% |
| 7D | 0.0% | -4.1% | +4.0% | +0.1% |
| 30D | -9.9% | -35.5% | +25.6% | -8.8% |
| 3M | -34.7% | -56.3% | +21.6% | -33.5% |
| 6M | -26.6% | -88.7% | +62.0% | -27.3% |
| YTD | -48.9% | -97.0% | +48.0% | -48.5% |
| 1Y | -63.0% | -98.7% | +35.7% | -62.9% |
| All | -1.2% | -99.9% | +98.7% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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