+39.2%
BP vs AVAV
-35.3%
+74.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.9% | -0.4% | +2.5% |
| 7D | +0.9% | +3.2% | -2.3% | +0.9% |
| 30D | +9.1% | -20.3% | +29.5% | +9.0% |
| 3M | +3.9% | -19.4% | +23.4% | +4.1% |
| 6M | +13.6% | -35.3% | +48.9% | +14.6% |
| YTD | +34.0% | -38.5% | +72.5% | +34.8% |
| 1Y | +39.2% | -37.2% | +76.4% | +33.4% |
| All | +39.2% | -35.3% | +74.5% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling