+388.9%
RMBS vs AVAV
+478.6%
-89.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.1% | +1.7% |
| 7D | -0.3% | -2.2% | +1.9% | +0.2% |
| 30D | -12.2% | -13.9% | +1.8% | -9.2% |
| 3M | -49.5% | -29.2% | -20.3% | -45.9% |
| 6M | -7.1% | -36.1% | +29.0% | +0.4% |
| YTD | -7.0% | -40.2% | +33.2% | -0.5% |
| 1Y | +13.3% | -36.2% | +49.6% | +18.7% |
| 3Y | +49.2% | +47.5% | +1.7% | +22.2% |
| 5Y | +250.0% | +39.3% | +210.7% | +174.0% |
| 10Y | +495.1% | +482.6% | +12.6% | +194.1% |
| All | +388.9% | +478.6% | -89.7% | +90.0% |
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