+1.2%
RDW vs AVAV
+35.1%
-33.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.3% | +2.3% |
| 7D | -3.1% | -2.2% | -0.9% | -2.1% |
| 30D | -1.8% | -13.9% | +12.2% | +5.5% |
| 3M | -50.9% | -29.2% | -21.6% | -42.4% |
| 6M | +13.5% | -36.1% | +49.6% | +39.4% |
| YTD | +38.6% | -40.2% | +78.8% | +75.5% |
| 1Y | +28.3% | -36.2% | +64.5% | +60.2% |
| 3Y | +217.2% | +47.5% | +169.6% | +209.0% |
| 5Y | -14.0% | +39.3% | -53.2% | -24.1% |
| All | +1.2% | +35.1% | -33.9% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling