+563.0%
RIO vs AVAV
+478.6%
+84.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.2% | +0.8% |
| 7D | 0.0% | -2.2% | +2.2% | +0.4% |
| 30D | +4.0% | -13.9% | +17.9% | +6.8% |
| 3M | +0.1% | -29.2% | +29.4% | +5.7% |
| 6M | +12.7% | -36.1% | +48.8% | +20.2% |
| YTD | +35.6% | -40.2% | +75.8% | +43.0% |
| 1Y | +73.7% | -36.2% | +109.9% | +77.9% |
| 3Y | +93.3% | +47.5% | +45.8% | +49.0% |
| 5Y | +92.4% | +39.3% | +53.2% | +40.2% |
| 10Y | +606.9% | +482.6% | +124.4% | +186.0% |
| All | +563.0% | +478.6% | +84.4% | +138.3% |
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