+291.2%
BNY vs AVAV
+31.0%
+260.2%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.9% | -4.1% | -1.4% |
| 7D | +1.5% | +3.2% | -1.7% | +1.3% |
| 30D | +3.3% | -20.3% | +23.6% | +4.6% |
| 3M | +15.3% | -19.4% | +34.8% | +16.2% |
| 6M | +42.5% | -35.3% | +77.7% | +45.0% |
| YTD | +42.0% | -38.5% | +80.5% | +44.0% |
| 1Y | +59.3% | -37.2% | +96.5% | +60.5% |
| 3Y | +291.2% | +31.1% | +260.1% | +258.8% |
| All | +291.2% | +31.0% | +260.2% | +258.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling