-69.0%
AVAV vs RRX
+30.0%
-99.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.6% | -4.7% | -7.5% |
| 7D | -10.1% | +7.6% | -17.7% | -11.6% |
| 30D | -18.7% | +7.5% | -26.2% | -20.1% |
| 3M | -33.0% | -21.0% | -12.0% | -29.5% |
| 6M | -37.2% | -18.1% | -19.1% | -34.9% |
| YTD | -53.2% | +24.3% | -77.5% | -57.3% |
| 1Y | -69.0% | +29.3% | -98.3% | -72.2% |
| All | -69.0% | +30.0% | -99.0% | -72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling