-36.2%
AVAV vs RL
+13.6%
-49.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -13.9% | -7.8% | -6.2% | -11.8% |
| 3M | -29.2% | -4.0% | -25.2% | -28.5% |
| 6M | -36.1% | -1.9% | -34.2% | -36.7% |
| YTD | -40.2% | -0.2% | -40.0% | -41.2% |
| 1Y | -36.2% | +10.7% | -46.9% | -39.1% |
| All | -36.2% | +13.6% | -49.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling