+2.0%
RDW vs AVAV
+37.0%
-35.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | +1.4% | -0.6% | +0.2% |
| 30D | -21.3% | -24.3% | +3.0% | -10.6% |
| 3M | -37.9% | -20.1% | -17.7% | -31.5% |
| 6M | +12.3% | -29.4% | +41.6% | +33.0% |
| YTD | +39.7% | -39.3% | +79.1% | +75.9% |
| 1Y | +25.7% | -39.3% | +65.0% | +59.5% |
| 3Y | +230.8% | +29.5% | +201.4% | +232.6% |
| 5Y | -8.8% | +56.3% | -65.1% | -19.8% |
| All | +2.0% | +37.0% | -35.0% | -9.3% |
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