+416.1%
AVAV vs RJF
+987.1%
-571.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.8% |
| 7D | 0.0% | +4.0% | -4.0% | -1.3% |
| 30D | -9.9% | +6.1% | -16.1% | -11.7% |
| 3M | -34.7% | -5.8% | -28.9% | -33.5% |
| 6M | -26.6% | +9.7% | -36.3% | -29.1% |
| YTD | -48.9% | +6.2% | -55.1% | -50.1% |
| 1Y | -63.0% | +5.3% | -68.3% | -63.7% |
| 3Y | +1.6% | +74.4% | -72.9% | -16.2% |
| 5Y | +34.5% | +81.6% | -47.1% | +7.6% |
| 10Y | +359.3% | +333.6% | +25.7% | +175.3% |
| All | +416.1% | +987.1% | -571.0% | +118.9% |
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