+35.7%
AVAV vs BNS
+81.6%
-45.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.8% | +10.8% | +11.5% |
| 7D | +3.2% | -0.8% | +3.9% | +3.7% |
| 30D | -7.4% | +5.5% | -12.9% | -10.0% |
| 3M | -32.0% | +6.0% | -38.0% | -34.2% |
| 6M | -24.6% | +22.6% | -47.2% | -33.3% |
| YTD | -47.5% | +30.5% | -78.0% | -55.3% |
| 1Y | -61.5% | +44.1% | -105.6% | -69.1% |
| 3Y | +5.5% | +150.8% | -145.3% | -40.1% |
| 5Y | +35.7% | +80.7% | -44.9% | -4.1% |
| All | +35.7% | +81.6% | -45.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling