+437.5%
RIO vs AVAV
+351.0%
+86.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.5% | -9.8% | -1.5% |
| 7D | +2.2% | -10.6% | +12.8% | +4.2% |
| 30D | -10.1% | -18.8% | +8.7% | -6.7% |
| 3M | -14.1% | -34.1% | +20.0% | -7.5% |
| 6M | -18.9% | -35.3% | +16.4% | -14.1% |
| YTD | +9.9% | -53.4% | +63.3% | +21.1% |
| 1Y | +27.0% | -65.6% | +92.6% | +48.8% |
| 3Y | +50.1% | -5.1% | +55.1% | +27.8% |
| 5Y | +95.3% | +18.5% | +76.8% | +45.3% |
| 10Y | +425.9% | +369.8% | +56.1% | +119.7% |
| All | +437.5% | +351.0% | +86.5% | +101.6% |
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 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