+30.9%
BMY vs AVAV
+28.1%
+2.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +1.8% |
| 7D | +2.1% | +4.2% | -2.1% | +2.0% |
| 30D | +7.0% | -2.6% | +9.6% | +7.0% |
| 3M | -0.9% | -38.0% | +37.1% | +0.2% |
| 6M | +14.9% | -27.0% | +41.9% | +15.4% |
| YTD | +22.8% | -51.4% | +74.2% | +24.2% |
| 1Y | +36.2% | -60.2% | +96.5% | +38.5% |
| 3Y | +45.7% | -6.7% | +52.3% | +41.6% |
| All | +30.9% | +28.1% | +2.8% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling