+472.6%
BHP vs AVAV
+351.0%
+121.6%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.5% | -8.8% | -0.5% |
| 7D | +0.9% | -10.6% | +11.5% | +2.9% |
| 30D | -6.3% | -18.8% | +12.5% | -2.6% |
| 3M | -7.1% | -34.1% | +27.0% | +0.1% |
| 6M | -3.2% | -35.3% | +32.1% | +2.8% |
| YTD | +37.9% | -53.4% | +91.3% | +52.3% |
| 1Y | +49.7% | -65.6% | +115.3% | +75.9% |
| 3Y | +51.7% | -5.1% | +56.8% | +30.2% |
| 5Y | +122.0% | +18.5% | +103.5% | +68.0% |
| 10Y | +382.4% | +369.8% | +12.6% | +116.1% |
| All | +472.6% | +351.0% | +121.6% | +121.0% |
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