+283.5%
BBY vs AVAV
+383.4%
-99.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.2% |
| 7D | +4.0% | +18.4% | -14.3% | +0.9% |
| 30D | +17.6% | -4.9% | +22.5% | +18.1% |
| 3M | +25.9% | -37.7% | +63.5% | +35.8% |
| 6M | +85.1% | -28.4% | +113.6% | +91.6% |
| YTD | +60.6% | -50.0% | +110.7% | +73.5% |
| 1Y | +40.2% | -62.6% | +102.8% | +59.0% |
| 3Y | +86.6% | -0.6% | +87.3% | +66.1% |
| 5Y | -3.7% | +31.9% | -35.6% | -23.0% |
| 10Y | +287.7% | +332.3% | -44.7% | +125.4% |
| All | +283.5% | +383.4% | -99.9% | +87.3% |
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 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