+358.4%
AVAV vs RY
+360.6%
-2.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.3% | +11.7% | +11.4% |
| 7D | -10.6% | -0.9% | -9.7% | -10.2% |
| 30D | -18.8% | +5.9% | -24.7% | -22.2% |
| 3M | -34.1% | -4.3% | -29.8% | -32.2% |
| 6M | -35.3% | +12.1% | -47.5% | -40.7% |
| YTD | -53.4% | +20.3% | -73.6% | -59.3% |
| 1Y | -65.6% | +41.0% | -106.7% | -73.2% |
| 3Y | -5.1% | +157.5% | -162.6% | -52.3% |
| 5Y | +18.5% | +123.2% | -104.7% | -34.9% |
| All | +358.4% | +360.6% | -2.2% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling