+19.6%
AVAV vs RL
+226.8%
-207.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.4% | +11.8% | +10.9% |
| 7D | -10.6% | -4.2% | -6.4% | -9.5% |
| 30D | -18.8% | +4.3% | -23.1% | -19.8% |
| 3M | -34.1% | -4.6% | -29.5% | -33.2% |
| 6M | -35.3% | +1.7% | -37.1% | -36.1% |
| YTD | -53.4% | +7.3% | -60.7% | -54.9% |
| 1Y | -65.6% | +20.8% | -86.4% | -68.0% |
| 3Y | -5.1% | +247.0% | -252.0% | -36.9% |
| All | +19.6% | +226.8% | -207.3% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling