+27.7%
AVAV vs RBA
+45.7%
-18.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.7% | -3.0% |
| 7D | +4.2% | +1.7% | +2.5% | +3.7% |
| 30D | -2.6% | +8.3% | -10.9% | -5.1% |
| 3M | -38.0% | +10.5% | -48.5% | -40.0% |
| 6M | -27.0% | -5.9% | -21.1% | -26.2% |
| YTD | -51.4% | -6.9% | -44.6% | -50.8% |
| 1Y | -60.2% | -4.9% | -55.4% | -60.0% |
| 3Y | -6.7% | +64.5% | -71.1% | -20.6% |
| All | +27.7% | +45.7% | -18.1% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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