-92.8%
RIG vs AVAV
+407.8%
-500.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +12.6% | -13.9% | -4.7% |
| 7D | -17.0% | +3.2% | -20.2% | -18.0% |
| 30D | -6.2% | -7.4% | +1.2% | -4.9% |
| 3M | -1.7% | -32.0% | +30.3% | +7.6% |
| 6M | -19.2% | -24.6% | +5.3% | -16.7% |
| YTD | +25.2% | -47.5% | +72.7% | +37.3% |
| 1Y | +29.9% | -61.5% | +91.4% | +55.1% |
| 3Y | -21.3% | +5.5% | -26.8% | -36.3% |
| 5Y | +40.5% | +35.7% | +4.7% | -1.0% |
| 10Y | -49.6% | +379.1% | -428.7% | -75.5% |
| All | -92.8% | +407.8% | -500.6% | -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