+142.2%
BP vs AVAV
+315.4%
-173.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +1.2% |
| 7D | +3.8% | +4.2% | -0.4% | +3.2% |
| 30D | -5.3% | -2.6% | -2.7% | -5.3% |
| 3M | +9.3% | -38.0% | +47.2% | +14.6% |
| 6M | +7.2% | -27.0% | +34.2% | +8.8% |
| YTD | +38.0% | -51.4% | +89.5% | +44.8% |
| 1Y | +33.2% | -60.2% | +93.4% | +43.2% |
| 3Y | +50.3% | -6.7% | +56.9% | +35.8% |
| 5Y | +114.1% | +28.3% | +85.8% | +76.5% |
| All | +142.2% | +315.4% | -173.2% | +70.1% |
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