-92.8%
RIG vs AVAV
+394.0%
-486.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.9% |
| 7D | -12.2% | 0.0% | -12.2% | -12.5% |
| 30D | -6.0% | -9.9% | +3.9% | -4.0% |
| 3M | -9.4% | -34.7% | +25.3% | +0.2% |
| 6M | -19.1% | -26.6% | +7.6% | -15.9% |
| YTD | +25.4% | -48.9% | +74.4% | +38.6% |
| 1Y | +23.3% | -63.0% | +86.3% | +48.9% |
| 3Y | -22.1% | +1.6% | -23.7% | -36.3% |
| 5Y | +50.1% | +34.5% | +15.7% | +5.9% |
| 10Y | -50.7% | +359.3% | -409.9% | -75.7% |
| All | -92.8% | +394.0% | -486.8% | -96.8% |
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