+520.4%
BTI vs AVAV
+397.6%
+122.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | -3.0% | +9.9% | -12.9% | -4.0% |
| 30D | +9.8% | -5.4% | +15.2% | +9.9% |
| 3M | +9.2% | -36.5% | +45.7% | +13.0% |
| 6M | +4.0% | -25.3% | +29.3% | +5.0% |
| YTD | +12.7% | -48.6% | +61.3% | +16.3% |
| 1Y | +15.9% | -62.1% | +78.0% | +23.0% |
| 3Y | +148.9% | +2.3% | +146.6% | +129.6% |
| 5Y | +152.8% | +35.4% | +117.4% | +118.9% |
| 10Y | +124.2% | +345.1% | -220.8% | +57.6% |
| All | +520.4% | +397.6% | +122.8% | +276.5% |
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