+41.5%
BBY vs AVAV
+31.0%
+10.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | +8.1% | +3.2% | +4.9% | +7.7% |
| 30D | +8.9% | -20.3% | +29.3% | +11.6% |
| 3M | +22.0% | -19.4% | +41.5% | +24.2% |
| 6M | +37.8% | -35.3% | +73.1% | +43.1% |
| YTD | +37.3% | -38.5% | +75.8% | +41.6% |
| 1Y | +21.6% | -37.2% | +58.8% | +24.9% |
| 3Y | +41.5% | +31.1% | +10.4% | +26.2% |
| All | +41.5% | +31.0% | +10.5% | +26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling