+380.4%
RCL vs AVAV
+361.4%
+19.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.5% | -9.1% | -1.0% |
| 7D | +6.5% | -10.6% | +17.1% | +8.8% |
| 30D | +15.9% | -18.8% | +34.7% | +20.8% |
| 3M | +2.7% | -34.1% | +36.8% | +11.7% |
| 6M | +15.2% | -35.3% | +50.6% | +22.9% |
| YTD | +19.2% | -53.4% | +72.6% | +32.9% |
| 1Y | +31.6% | -65.6% | +97.2% | +57.8% |
| 3Y | +274.2% | -5.1% | +279.3% | +208.4% |
| 5Y | +250.1% | +18.5% | +231.6% | +152.5% |
| All | +380.4% | +361.4% | +19.1% | +151.0% |
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