+331.5%
RCL vs AVAV
+479.1%
-147.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.3% |
| 7D | -5.1% | -2.2% | -2.9% | -4.6% |
| 30D | -19.0% | -13.9% | -5.1% | -16.5% |
| 3M | -9.6% | -29.2% | +19.7% | -3.9% |
| 6M | -6.7% | -36.1% | +29.4% | +0.3% |
| YTD | -3.9% | -40.2% | +36.3% | +2.0% |
| 1Y | -25.1% | -36.2% | +11.1% | -23.6% |
| 3Y | +179.1% | +47.5% | +131.6% | +104.5% |
| 5Y | +243.3% | +39.3% | +204.0% | +141.4% |
| All | +331.5% | +479.1% | -147.6% | +119.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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