+381.4%
RIO vs AVAV
+423.1%
-41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +12.6% | -9.4% | +1.6% |
| 7D | +4.4% | +3.2% | +1.3% | +3.8% |
| 30D | -8.9% | -7.4% | -1.4% | -8.3% |
| 3M | -12.7% | -32.0% | +19.3% | -9.0% |
| 6M | -16.2% | -24.6% | +8.3% | -14.8% |
| YTD | +13.4% | -47.5% | +60.9% | +18.7% |
| 1Y | +30.9% | -61.5% | +92.4% | +42.5% |
| 3Y | +60.2% | +5.5% | +54.7% | +42.7% |
| 5Y | +98.9% | +35.7% | +63.2% | +62.2% |
| 10Y | +381.4% | +379.1% | +2.3% | +187.6% |
| All | +381.4% | +423.1% | -41.7% | +187.6% |
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 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