-16.7%
RKT vs AVAV
+31.4%
-48.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +10.5% | -8.8% | -0.2% |
| 7D | +17.7% | -10.6% | +28.2% | +19.5% |
| 30D | +31.6% | -18.8% | +50.4% | +35.8% |
| 3M | +13.9% | -34.1% | +48.0% | +21.7% |
| 6M | +2.8% | -35.3% | +38.1% | +9.0% |
| YTD | -22.2% | -53.4% | +31.2% | -13.3% |
| 1Y | -3.5% | -65.6% | +62.1% | +12.1% |
| 3Y | +95.3% | -5.1% | +100.3% | +78.1% |
| 5Y | -0.4% | +18.5% | -18.9% | -17.7% |
| All | -16.7% | +31.4% | -48.1% | -33.2% |
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