+504.5%
AVAV vs RJF
+1,049.0%
-544.6%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -2.2% | -0.6% | -1.6% | -2.0% |
| 30D | -13.9% | -1.3% | -12.7% | -13.6% |
| 3M | -29.2% | +18.9% | -48.1% | -33.2% |
| 6M | -36.1% | +15.0% | -51.2% | -39.2% |
| YTD | -40.2% | +12.2% | -52.4% | -42.5% |
| 1Y | -36.2% | +5.6% | -41.8% | -37.6% |
| 3Y | +47.5% | +74.9% | -27.3% | +21.3% |
| 5Y | +39.3% | +106.6% | -67.4% | +6.9% |
| 10Y | +482.6% | +433.1% | +49.5% | +230.0% |
| All | +504.5% | +1,049.0% | -544.6% | +152.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling