+135.7%
BP vs AVAV
+360.4%
-224.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.4% |
| 7D | -0.8% | +9.9% | -10.6% | -2.0% |
| 30D | -3.1% | -5.4% | +2.3% | -2.8% |
| 3M | +6.2% | -36.5% | +42.7% | +11.1% |
| 6M | +4.8% | -25.3% | +30.1% | +6.1% |
| YTD | +35.2% | -48.6% | +83.7% | +40.9% |
| 1Y | +27.4% | -62.1% | +89.5% | +38.1% |
| 3Y | +49.8% | +2.3% | +47.4% | +33.8% |
| 5Y | +109.4% | +35.4% | +74.0% | +71.7% |
| 10Y | +135.7% | +345.1% | -209.4% | +65.1% |
| All | +135.7% | +360.4% | -224.7% | +65.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling