+379.1%
AVAV vs RL
+397.7%
-18.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.8% | +6.8% | +10.8% |
| 7D | +3.2% | +0.2% | +2.9% | +3.1% |
| 30D | -7.4% | +7.3% | -14.7% | -9.3% |
| 3M | -32.0% | +1.0% | -33.1% | -32.2% |
| 6M | -24.6% | +11.8% | -36.3% | -27.5% |
| YTD | -47.5% | +13.6% | -61.1% | -49.9% |
| 1Y | -61.5% | +24.0% | -85.5% | -64.3% |
| 3Y | +5.5% | +256.6% | -251.1% | -30.2% |
| 5Y | +35.7% | +240.2% | -204.5% | -12.1% |
| 10Y | +379.1% | +373.0% | +6.1% | +163.6% |
| All | +379.1% | +397.7% | -18.6% | +163.6% |
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