+504.4%
BHP vs AVAV
+516.1%
-11.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.1% | +1.3% |
| 7D | +1.3% | +3.2% | -1.9% | +0.8% |
| 30D | +4.0% | -20.3% | +24.3% | +7.3% |
| 3M | +12.3% | -19.4% | +31.7% | +14.7% |
| 6M | +30.8% | -35.3% | +66.1% | +37.0% |
| YTD | +58.8% | -38.5% | +97.3% | +64.8% |
| 1Y | +76.8% | -37.2% | +114.0% | +81.0% |
| 3Y | +87.5% | +31.1% | +56.4% | +59.1% |
| 5Y | +123.9% | +41.0% | +82.9% | +78.8% |
| 10Y | +504.4% | +508.8% | -4.4% | +211.9% |
| All | +504.4% | +516.1% | -11.7% | +211.9% |
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