-14.1%
AVAV vs RL
+244.8%
-258.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.3% | -2.5% | -7.5% |
| 7D | -24.3% | -4.7% | -19.6% | -23.1% |
| 30D | -28.9% | +3.6% | -32.4% | -29.6% |
| 3M | -39.3% | +0.5% | -39.8% | -39.4% |
| 6M | -38.8% | +6.6% | -45.4% | -40.3% |
| YTD | -57.8% | +8.8% | -66.6% | -59.4% |
| 1Y | -70.9% | +21.8% | -92.6% | -73.0% |
| All | -14.1% | +244.8% | -258.8% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling