+130.2%
BP vs AVAV
+361.4%
-231.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.8% | -1.5% |
| 7D | -11.6% | -10.6% | -1.0% | -10.6% |
| 30D | 0.0% | -18.8% | +18.8% | +2.1% |
| 3M | +6.7% | -34.1% | +40.8% | +11.2% |
| 6M | +2.2% | -35.3% | +37.5% | +5.3% |
| YTD | +33.0% | -53.4% | +86.4% | +40.3% |
| 1Y | +30.7% | -65.6% | +96.4% | +43.3% |
| 3Y | +44.2% | -5.1% | +49.3% | +29.9% |
| 5Y | +105.1% | +18.5% | +86.6% | +71.6% |
| All | +130.2% | +361.4% | -231.1% | +65.6% |
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