+315.0%
AVAV vs RY
+366.5%
-51.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -2.9% | -7.0% | -7.8% |
| 7D | -24.3% | -1.1% | -23.2% | -23.7% |
| 30D | -28.9% | +4.4% | -33.3% | -31.1% |
| 3M | -39.3% | -2.9% | -36.3% | -38.0% |
| 6M | -38.8% | +15.6% | -54.3% | -45.0% |
| YTD | -57.8% | +21.8% | -79.6% | -63.5% |
| 1Y | -70.9% | +42.6% | -113.5% | -77.5% |
| 3Y | -14.8% | +160.9% | -175.7% | -57.6% |
| 5Y | +7.3% | +126.1% | -118.8% | -41.5% |
| All | +315.0% | +366.5% | -51.6% | +55.0% |
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