+603.1%
RIO vs AVAV
+516.1%
+87.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.2% |
| 7D | +1.9% | +3.2% | -1.3% | +1.5% |
| 30D | +5.0% | -20.3% | +25.3% | +7.9% |
| 3M | +5.1% | -19.4% | +24.6% | +7.1% |
| 6M | +17.6% | -35.3% | +52.9% | +22.5% |
| YTD | +36.3% | -38.5% | +74.8% | +40.7% |
| 1Y | +71.2% | -37.2% | +108.4% | +74.5% |
| 3Y | +102.7% | +31.1% | +71.6% | +75.1% |
| 5Y | +99.6% | +41.0% | +58.6% | +62.9% |
| 10Y | +603.1% | +508.8% | +94.3% | +238.4% |
| All | +603.1% | +516.1% | +87.0% | +238.4% |
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