-9.8%
AVAV vs BIYA
-99.9%
+90.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +0.9% | +9.6% | +10.4% |
| 7D | -10.6% | -10.5% | -0.1% | -10.3% |
| 30D | -18.8% | -51.7% | +32.9% | -17.1% |
| 3M | -34.1% | -60.8% | +26.7% | -32.6% |
| 6M | -35.3% | -90.6% | +55.3% | -35.7% |
| YTD | -53.4% | -97.1% | +43.7% | -52.9% |
| 1Y | -65.6% | -99.1% | +33.4% | -65.5% |
| All | -9.8% | -99.9% | +90.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling