+236.2%
BBY vs AVAV
+520.8%
-284.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.4% | -0.7% |
| 7D | +0.7% | -0.1% | +0.8% | +0.6% |
| 30D | +5.8% | -25.0% | +30.7% | +10.7% |
| 3M | +18.0% | -15.0% | +33.0% | +19.3% |
| 6M | +39.8% | -33.6% | +73.5% | +46.6% |
| YTD | +35.4% | -39.2% | +74.6% | +41.6% |
| 1Y | +21.4% | -40.5% | +61.9% | +26.4% |
| 3Y | +39.5% | +29.6% | +9.9% | +18.5% |
| 5Y | -0.5% | +56.7% | -57.2% | -22.7% |
| All | +236.2% | +520.8% | -284.6% | +95.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AVAV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling