+458.4%
BNY vs AVAV
+370.1%
+88.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.9% |
| 7D | +3.9% | +4.2% | -0.4% | +3.0% |
| 30D | +11.9% | -2.6% | +14.5% | +11.9% |
| 3M | -5.0% | -38.0% | +32.9% | +2.2% |
| 6M | +14.6% | -27.0% | +41.6% | +17.6% |
| YTD | +34.5% | -51.4% | +85.9% | +45.0% |
| 1Y | +40.6% | -60.2% | +100.8% | +56.7% |
| 3Y | +261.7% | -6.7% | +268.4% | +218.9% |
| 5Y | +192.3% | +28.3% | +164.0% | +127.7% |
| 10Y | +324.0% | +320.5% | +3.5% | +120.4% |
| All | +458.4% | +370.1% | +88.3% | +125.5% |
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