+19.6%
AVAV vs RVTY
-7.4%
+27.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.8% | +7.6% | +9.5% |
| 7D | -10.6% | -1.2% | -9.4% | -10.1% |
| 30D | -18.8% | +1.0% | -19.8% | -18.8% |
| 3M | -34.1% | +35.8% | -69.9% | -40.6% |
| 6M | -35.3% | +56.7% | -92.0% | -44.6% |
| YTD | -53.4% | +60.7% | -114.1% | -60.6% |
| 1Y | -65.6% | +73.7% | -139.3% | -71.8% |
| 3Y | -5.1% | +82.8% | -87.8% | -26.7% |
| All | +19.6% | -7.4% | +27.0% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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