+236.0%
BBY vs AVAV
+494.3%
-258.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.6% |
| 7D | +1.2% | -3.2% | +4.3% | +1.7% |
| 30D | +6.8% | -25.6% | +32.4% | +11.9% |
| 3M | +18.7% | -20.2% | +39.0% | +21.4% |
| 6M | +37.3% | -38.1% | +75.3% | +45.6% |
| YTD | +35.3% | -41.8% | +77.1% | +42.6% |
| 1Y | +20.7% | -39.0% | +59.7% | +25.0% |
| 3Y | +39.4% | +24.1% | +15.4% | +19.3% |
| 5Y | -1.5% | +53.0% | -54.5% | -23.3% |
| All | +236.0% | +494.3% | -258.4% | +96.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling