+737.1%
BN vs AVAV
+351.0%
+386.1%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.5% | -11.4% | -2.9% |
| 7D | +5.3% | -10.6% | +15.9% | +7.2% |
| 30D | +11.9% | -18.8% | +30.7% | +15.8% |
| 3M | -5.7% | -34.1% | +28.4% | +1.0% |
| 6M | -10.6% | -35.3% | +24.7% | -5.6% |
| YTD | -9.4% | -53.4% | +44.0% | -0.3% |
| 1Y | -8.8% | -65.6% | +56.9% | +6.1% |
| 3Y | +95.6% | -5.1% | +100.7% | +75.5% |
| 5Y | +30.2% | +18.5% | +11.6% | +6.3% |
| 10Y | +277.0% | +369.8% | -92.8% | +111.3% |
| All | +737.1% | +351.0% | +386.1% | +299.8% |
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 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