+62.0%
BMY vs AVAV
+516.1%
-454.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.9% | -6.0% | -3.4% |
| 7D | -3.3% | +3.2% | -6.5% | -3.5% |
| 30D | 0.0% | -20.3% | +20.3% | +1.3% |
| 3M | +17.7% | -19.4% | +37.2% | +18.7% |
| 6M | +9.6% | -35.3% | +44.9% | +11.7% |
| YTD | +24.0% | -38.5% | +62.5% | +25.9% |
| 1Y | +45.1% | -37.2% | +82.3% | +46.3% |
| 3Y | +22.5% | +31.1% | -8.6% | +13.7% |
| 5Y | +22.3% | +41.0% | -18.7% | +10.6% |
| 10Y | +62.0% | +508.8% | -446.8% | +17.8% |
| All | +62.0% | +516.1% | -454.1% | +17.8% |
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