+419.8%
AVAV vs RRX
+413.4%
+6.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | +9.9% | +5.4% | +4.5% | +8.2% |
| 30D | -5.4% | +12.0% | -17.4% | -9.3% |
| 3M | -36.5% | +6.1% | -42.7% | -38.0% |
| 6M | -25.3% | -13.2% | -12.1% | -22.3% |
| YTD | -48.6% | +31.0% | -79.5% | -55.5% |
| 1Y | -62.1% | +38.8% | -100.8% | -68.1% |
| 3Y | +2.3% | +70.3% | -68.0% | -24.8% |
| 5Y | +35.4% | +15.5% | +19.8% | +11.1% |
| 10Y | +345.1% | +213.7% | +131.4% | +135.2% |
| All | +419.8% | +413.4% | +6.5% | +115.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling