+90.8%
BP vs AVAV
+478.6%
-387.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.3% | +0.8% |
| 7D | +3.9% | -2.2% | +6.2% | +4.3% |
| 30D | +7.6% | -13.9% | +21.5% | +9.7% |
| 3M | +0.7% | -29.2% | +29.9% | +4.5% |
| 6M | +15.5% | -36.1% | +51.6% | +20.6% |
| YTD | +30.8% | -40.2% | +71.0% | +35.7% |
| 1Y | +34.3% | -36.2% | +70.5% | +36.2% |
| 3Y | +35.1% | +47.5% | -12.5% | +11.9% |
| 5Y | +126.8% | +39.3% | +87.6% | +81.3% |
| 10Y | +123.4% | +482.6% | -359.2% | +23.8% |
| All | +90.8% | +478.6% | -387.8% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling