+504.5%
AVAV vs RL
+473.3%
+31.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.8% | -2.3% |
| 7D | -2.2% | -0.8% | -1.4% | -2.0% |
| 30D | -13.9% | -7.8% | -6.2% | -12.0% |
| 3M | -29.2% | -4.0% | -25.2% | -28.6% |
| 6M | -36.1% | -1.9% | -34.2% | -36.4% |
| YTD | -40.2% | -0.2% | -40.0% | -40.7% |
| 1Y | -36.2% | +10.7% | -46.9% | -38.7% |
| 3Y | +47.5% | +210.8% | -163.2% | +4.3% |
| 5Y | +39.3% | +238.2% | -199.0% | -7.2% |
| 10Y | +482.6% | +313.4% | +169.2% | +242.0% |
| All | +504.5% | +473.3% | +31.2% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling