-17.4%
RMBS vs AVAV
-68.0%
+50.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -8.3% | +2.4% | -4.4% |
| 7D | -8.9% | -10.1% | +1.2% | -7.0% |
| 30D | -24.8% | -18.7% | -6.1% | -21.8% |
| 3M | -17.6% | -33.0% | +15.5% | -11.5% |
| 6M | -25.7% | -37.2% | +11.5% | -20.4% |
| YTD | -9.8% | -53.2% | +43.4% | -6.5% |
| 1Y | -17.4% | -69.0% | +51.6% | +5.5% |
| All | -17.4% | -68.0% | +50.7% | +5.5% |
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