+19.0%
AVAV vs BIYA
-99.8%
+118.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +3.2% | +2.7% | +0.5% | +3.1% |
| 30D | -20.3% | -18.7% | -1.6% | -19.8% |
| 3M | -19.4% | -72.0% | +52.6% | -20.6% |
| 6M | -35.3% | -86.4% | +51.1% | -36.7% |
| YTD | -38.5% | -94.2% | +55.7% | -38.8% |
| 1Y | -37.2% | -98.4% | +61.2% | -36.7% |
| All | +19.0% | -99.8% | +118.8% | +20.6% |
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