+127.0%
BP vs AVAV
+358.8%
-231.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.3% |
| 7D | -6.3% | 0.0% | -6.3% | -6.5% |
| 30D | -3.6% | -9.9% | +6.3% | -2.8% |
| 3M | +5.2% | -34.7% | +40.0% | +9.7% |
| 6M | +5.3% | -26.6% | +31.9% | +6.9% |
| YTD | +33.1% | -48.9% | +82.1% | +38.9% |
| 1Y | +26.3% | -63.0% | +89.3% | +37.2% |
| 3Y | +47.5% | +1.6% | +45.9% | +31.9% |
| 5Y | +106.2% | +34.5% | +71.7% | +69.3% |
| 10Y | +127.0% | +359.3% | -232.3% | +61.5% |
| All | +127.0% | +358.8% | -231.8% | +61.5% |
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 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