-41.9%
RIG vs AVAV
+478.0%
-519.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.5% | +0.7% |
| 7D | -8.2% | -3.2% | -5.0% | -7.4% |
| 30D | -0.2% | -25.6% | +25.4% | +8.1% |
| 3M | -2.7% | -20.2% | +17.5% | +0.9% |
| 6M | -7.5% | -38.1% | +30.6% | +2.0% |
| YTD | +38.3% | -41.8% | +80.0% | +49.2% |
| 1Y | +81.8% | -39.0% | +120.9% | +90.2% |
| 3Y | -30.2% | +24.1% | -54.3% | -49.3% |
| 5Y | +59.9% | +53.0% | +6.9% | -1.2% |
| 10Y | -41.9% | +493.8% | -535.8% | -76.0% |
| All | -41.9% | +478.0% | -519.9% | -76.0% |
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