+504.5%
AVAV vs RRX
+356.6%
+147.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.2% | +3.4% | -5.7% | -3.5% |
| 30D | -13.9% | -11.1% | -2.8% | -10.0% |
| 3M | -29.2% | -23.7% | -5.5% | -22.4% |
| 6M | -36.1% | -22.0% | -14.1% | -31.6% |
| YTD | -40.2% | +16.5% | -56.7% | -45.8% |
| 1Y | -36.2% | +11.5% | -47.7% | -41.6% |
| 3Y | +47.5% | +1.5% | +46.0% | +31.8% |
| 5Y | +39.3% | +18.3% | +21.0% | +12.6% |
| 10Y | +482.6% | +209.8% | +272.8% | +210.6% |
| All | +504.5% | +356.6% | +147.9% | +163.0% |
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