+349.1%
BHP vs AVAV
+423.1%
-74.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +12.6% | -8.9% | +1.9% |
| 7D | +3.5% | +3.2% | +0.3% | +2.7% |
| 30D | -4.5% | -7.4% | +2.9% | -3.8% |
| 3M | -6.4% | -32.0% | +25.7% | -1.7% |
| 6M | -0.1% | -24.6% | +24.5% | +2.0% |
| YTD | +43.0% | -47.5% | +90.5% | +51.0% |
| 1Y | +56.5% | -61.5% | +118.0% | +73.0% |
| 3Y | +62.0% | +5.5% | +56.6% | +42.2% |
| 5Y | +130.4% | +35.7% | +94.6% | +83.3% |
| 10Y | +349.1% | +379.1% | -30.0% | +162.1% |
| All | +349.1% | +423.1% | -74.1% | +162.1% |
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