+320.5%
AVAV vs RL
+342.1%
-21.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.6% |
| 7D | +18.4% | +2.4% | +16.0% | +17.6% |
| 30D | -4.9% | +4.6% | -9.5% | -6.1% |
| 3M | -37.7% | -1.1% | -36.5% | -37.4% |
| 6M | -28.4% | +16.5% | -45.0% | -32.1% |
| YTD | -50.0% | +11.4% | -61.5% | -52.1% |
| 1Y | -62.6% | +16.1% | -78.7% | -64.7% |
| 3Y | -0.6% | +252.6% | -253.2% | -33.9% |
| 5Y | +31.9% | +244.9% | -212.9% | -14.8% |
| All | +320.5% | +342.1% | -21.7% | +130.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling