+546.6%
RMBS vs AVAV
+358.8%
+187.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.6% |
| 7D | -8.4% | 0.0% | -8.4% | -8.2% |
| 30D | -24.9% | -9.9% | -14.9% | -23.0% |
| 3M | -15.8% | -34.7% | +18.9% | -8.0% |
| 6M | -37.5% | -26.6% | -10.9% | -34.3% |
| YTD | -12.1% | -48.9% | +36.8% | -3.4% |
| 1Y | -27.0% | -63.0% | +36.0% | -14.1% |
| 3Y | +28.8% | +1.6% | +27.3% | +17.2% |
| 5Y | +236.2% | +34.5% | +201.7% | +173.5% |
| 10Y | +546.6% | +359.3% | +187.3% | +284.3% |
| All | +546.6% | +358.8% | +187.8% | +284.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling