+326.6%
AVAV vs RCAT
-100.0%
+426.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -14.9% | +5.0% | -9.8% |
| 7D | -24.3% | -32.6% | +8.3% | -24.2% |
| 30D | -28.9% | -46.3% | +17.4% | -28.7% |
| 3M | -39.3% | -60.7% | +21.4% | -39.1% |
| 6M | -38.8% | -67.4% | +28.6% | -38.5% |
| YTD | -57.8% | -57.1% | -0.7% | -57.7% |
| 1Y | -70.9% | -63.8% | -7.1% | -70.8% |
| 3Y | -14.8% | +268.1% | -282.9% | -14.7% |
| 5Y | +7.3% | +25.2% | -17.9% | +7.5% |
| 10Y | +325.3% | -99.7% | +425.0% | +333.2% |
| All | +326.6% | -100.0% | +426.5% | +305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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