+345.1%
AVAV vs RJF
+334.0%
+11.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.0% |
| 7D | +9.9% | -0.9% | +10.8% | +10.5% |
| 30D | -5.4% | +5.3% | -10.8% | -7.7% |
| 3M | -36.5% | -6.8% | -29.7% | -34.5% |
| 6M | -25.3% | +11.4% | -36.7% | -29.4% |
| YTD | -48.6% | +5.5% | -54.1% | -50.1% |
| 1Y | -62.1% | +3.7% | -65.7% | -62.9% |
| 3Y | +2.3% | +73.4% | -71.1% | -22.8% |
| 5Y | +35.4% | +78.3% | -43.0% | -2.6% |
| 10Y | +345.1% | +328.4% | +16.7% | +98.1% |
| All | +345.1% | +334.0% | +11.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling