+37.1%
AVAV vs BNS
+96.5%
-59.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.1% |
| 7D | -2.2% | +1.5% | -3.8% | -3.1% |
| 30D | -13.9% | +6.0% | -19.9% | -16.8% |
| 3M | -29.2% | +16.3% | -45.6% | -35.4% |
| 6M | -36.1% | +28.8% | -64.9% | -45.2% |
| YTD | -40.2% | +30.0% | -70.2% | -49.0% |
| 1Y | -36.2% | +50.7% | -86.9% | -50.1% |
| 3Y | +47.5% | +125.4% | -77.9% | -10.2% |
| All | +37.1% | +96.5% | -59.4% | -7.5% |
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