+25.5%
RIO vs AVAV
-62.1%
+87.6%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | +0.5% | +9.9% | -9.4% | -0.1% |
| 30D | -9.9% | -5.4% | -4.5% | -9.8% |
| 3M | -14.0% | -36.5% | +22.5% | -11.9% |
| 6M | -19.5% | -25.3% | +5.7% | -18.6% |
| YTD | +11.5% | -48.6% | +60.1% | +12.7% |
| All | +25.5% | -62.1% | +87.6% | +26.1% |
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