+231.3%
BBY vs AVAV
+478.6%
-247.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.7% | +4.9% | +3.5% |
| 7D | +9.5% | -2.2% | +11.7% | +9.9% |
| 30D | +6.8% | -13.9% | +20.8% | +9.4% |
| 3M | +28.9% | -29.2% | +58.1% | +34.7% |
| 6M | +37.8% | -36.1% | +73.9% | +45.8% |
| YTD | +38.7% | -40.2% | +78.9% | +46.0% |
| 1Y | +23.7% | -36.2% | +59.9% | +27.4% |
| 3Y | +39.1% | +47.5% | -8.4% | +14.9% |
| 5Y | -0.4% | +39.3% | -39.7% | -20.6% |
| 10Y | +234.0% | +482.6% | -248.6% | +84.5% |
| All | +231.3% | +478.6% | -247.3% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling