+371.2%
AVAV vs RVTY
+694.2%
-323.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +2.8% | +7.6% | +9.4% |
| 7D | -10.6% | -1.2% | -9.4% | -10.0% |
| 30D | -18.8% | +1.0% | -19.8% | -18.9% |
| 3M | -34.1% | +35.8% | -69.9% | -41.5% |
| 6M | -35.3% | +56.7% | -92.0% | -45.8% |
| YTD | -53.4% | +60.7% | -114.1% | -61.5% |
| 1Y | -65.6% | +73.7% | -139.3% | -72.6% |
| 3Y | -5.1% | +82.8% | -87.8% | -28.7% |
| 5Y | +18.5% | -7.0% | +25.5% | +12.5% |
| 10Y | +369.8% | +212.3% | +157.5% | +166.7% |
| All | +371.2% | +694.2% | -323.0% | +96.0% |
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 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