+389.2%
BMY vs AVAV
+407.8%
-18.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +12.6% | -12.6% | -1.0% |
| 7D | -1.4% | +3.2% | -4.5% | -1.8% |
| 30D | +5.1% | -7.4% | +12.5% | +5.5% |
| 3M | -3.0% | -32.0% | +29.0% | -0.4% |
| 6M | +13.1% | -24.6% | +37.6% | +14.2% |
| YTD | +20.3% | -47.5% | +67.8% | +23.9% |
| 1Y | +39.0% | -61.5% | +100.5% | +46.8% |
| 3Y | +42.0% | +5.5% | +36.5% | +32.2% |
| 5Y | +28.5% | +35.7% | -7.2% | +13.3% |
| 10Y | +57.5% | +379.1% | -321.6% | +13.6% |
| All | +389.2% | +407.8% | -18.6% | +212.1% |
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 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