+569.1%
RMBS vs AVAV
+478.0%
+91.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.2% | +2.0% |
| 7D | +3.5% | -3.2% | +6.6% | +4.1% |
| 30D | -8.6% | -25.6% | +17.0% | -2.8% |
| 3M | -40.3% | -20.2% | -20.1% | -38.1% |
| 6M | -1.0% | -38.1% | +37.1% | +7.1% |
| YTD | -4.6% | -41.8% | +37.2% | +2.0% |
| 1Y | +17.6% | -39.0% | +56.6% | +23.9% |
| 3Y | +58.6% | +24.1% | +34.6% | +38.2% |
| 5Y | +270.9% | +53.0% | +217.9% | +192.8% |
| 10Y | +569.1% | +493.8% | +75.2% | +250.7% |
| All | +569.1% | +478.0% | +91.1% | +250.7% |
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