+405.0%
AVAV vs RVTY
+704.0%
-299.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +18.4% | +4.1% | +14.3% | +16.8% |
| 30D | -4.9% | +1.3% | -6.2% | -5.0% |
| 3M | -37.7% | +33.3% | -70.9% | -44.1% |
| 6M | -28.4% | +58.3% | -86.7% | -40.1% |
| YTD | -50.0% | +62.7% | -112.7% | -58.9% |
| 1Y | -62.6% | +67.2% | -129.8% | -69.7% |
| 3Y | -0.6% | +87.3% | -87.9% | -25.9% |
| 5Y | +31.9% | -13.4% | +45.4% | +29.1% |
| 10Y | +332.3% | +217.2% | +115.1% | +144.4% |
| All | +405.0% | +704.0% | -299.1% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling