+420.7%
BMY vs AVAV
+478.6%
-57.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.1% | -1.7% |
| 7D | +0.4% | -2.2% | +2.6% | +0.5% |
| 30D | +5.0% | -13.9% | +18.9% | +6.2% |
| 3M | +19.4% | -29.2% | +48.6% | +22.0% |
| 6M | +9.5% | -36.1% | +45.7% | +12.4% |
| YTD | +28.1% | -40.2% | +68.3% | +30.9% |
| 1Y | +50.0% | -36.2% | +86.2% | +51.5% |
| 3Y | +24.1% | +47.5% | -23.5% | +12.1% |
| 5Y | +25.0% | +39.3% | -14.3% | +10.6% |
| 10Y | +68.7% | +482.6% | -413.9% | +19.8% |
| All | +420.7% | +478.6% | -57.9% | +229.9% |
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 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