+558.1%
RMBS vs AVAV
+339.7%
+218.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.7% | +5.0% | +5.5% |
| 7D | +3.0% | +9.9% | -6.9% | +1.1% |
| 30D | -15.5% | -5.4% | -10.1% | -14.4% |
| 3M | -11.5% | -36.5% | +25.1% | -2.7% |
| 6M | -36.5% | -25.3% | -11.3% | -33.5% |
| YTD | -7.1% | -48.6% | +41.5% | +1.9% |
| 1Y | -18.7% | -62.1% | +43.4% | -4.8% |
| 3Y | +36.2% | +2.3% | +33.9% | +23.8% |
| 5Y | +252.0% | +35.4% | +216.6% | +186.1% |
| All | +558.1% | +339.7% | +218.4% | +303.2% |
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 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