+496.8%
BNY vs AVAV
+478.6%
+18.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +1.4% | -2.2% | +3.7% | +1.8% |
| 30D | +3.8% | -13.9% | +17.8% | +6.2% |
| 3M | +14.9% | -29.2% | +44.1% | +20.1% |
| 6M | +40.3% | -36.1% | +76.5% | +47.9% |
| YTD | +43.8% | -40.2% | +84.0% | +50.5% |
| 1Y | +58.9% | -36.2% | +95.1% | +62.1% |
| 3Y | +290.4% | +47.5% | +242.9% | +214.8% |
| 5Y | +250.1% | +39.3% | +210.8% | +171.6% |
| 10Y | +410.7% | +482.6% | -71.8% | +149.9% |
| All | +496.8% | +478.6% | +18.2% | +134.1% |
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