+44.2%
BP vs AVAV
-5.8%
+50.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.5% | -10.8% | -0.8% |
| 7D | -11.6% | -10.6% | -1.0% | -11.3% |
| 30D | 0.0% | -18.8% | +18.8% | +0.8% |
| 3M | +6.7% | -34.1% | +40.8% | +8.2% |
| 6M | +2.2% | -35.3% | +37.5% | +3.3% |
| YTD | +33.0% | -53.4% | +86.4% | +35.8% |
| 1Y | +30.7% | -65.6% | +96.4% | +36.4% |
| 3Y | +44.2% | -5.1% | +49.3% | +33.1% |
| All | +44.2% | -5.8% | +50.0% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling