+28.6%
BMY vs AVAV
+18.1%
+10.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +10.5% | -12.0% | -1.8% |
| 7D | -0.5% | -10.6% | +10.0% | -0.3% |
| 30D | +4.1% | -18.8% | +22.9% | +4.5% |
| 3M | -2.1% | -34.1% | +32.0% | -1.3% |
| 6M | +12.2% | -35.3% | +47.5% | +13.0% |
| YTD | +20.3% | -53.4% | +73.7% | +21.8% |
| 1Y | +39.2% | -65.6% | +104.8% | +42.1% |
| 3Y | +35.6% | -5.1% | +40.7% | +31.7% |
| All | +28.6% | +18.1% | +10.5% | +24.1% |
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 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