+71.2%
RIO vs AVAV
-35.3%
+106.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.3% | +0.4% |
| 7D | +1.9% | +3.2% | -1.3% | +1.7% |
| 30D | +5.0% | -20.3% | +25.3% | +6.3% |
| 3M | +5.1% | -19.4% | +24.6% | +6.2% |
| 6M | +17.6% | -35.3% | +52.9% | +19.6% |
| YTD | +36.3% | -38.5% | +74.8% | +37.1% |
| 1Y | +71.2% | -37.2% | +108.4% | +71.8% |
| All | +71.2% | -35.3% | +106.5% | +71.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling