+7.9%
RDW vs AVAV
+38.9%
-31.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.9% | +3.8% | +5.3% |
| 7D | +9.5% | +3.2% | +6.3% | +7.9% |
| 30D | -17.4% | -20.3% | +3.0% | -8.3% |
| 3M | -39.5% | -19.4% | -20.1% | -33.3% |
| 6M | +31.3% | -35.3% | +66.6% | +60.5% |
| YTD | +47.8% | -38.5% | +86.3% | +84.8% |
| 1Y | +33.8% | -37.2% | +71.0% | +67.5% |
| 3Y | +262.3% | +31.1% | +231.2% | +262.0% |
| 5Y | -5.7% | +41.0% | -46.7% | -17.7% |
| All | +7.9% | +38.9% | -31.0% | -4.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling