+128.6%
BP vs AVAV
+39.7%
+88.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.6% |
| 7D | +3.9% | -2.2% | +6.2% | +4.0% |
| 30D | +7.6% | -13.9% | +21.5% | +8.3% |
| 3M | +0.7% | -29.2% | +29.9% | +2.3% |
| 6M | +15.5% | -36.1% | +51.6% | +17.7% |
| YTD | +30.8% | -40.2% | +71.0% | +32.9% |
| 1Y | +34.3% | -36.2% | +70.5% | +34.9% |
| 3Y | +35.1% | +47.5% | -12.5% | +23.6% |
| All | +128.6% | +39.7% | +88.9% | +116.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling