+326.4%
RMBS vs AVAV
+351.0%
-24.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +10.5% | -3.5% | +4.5% |
| 7D | -12.0% | -10.6% | -1.4% | -9.4% |
| 30D | -33.1% | -18.8% | -14.3% | -29.6% |
| 3M | -23.7% | -34.1% | +10.4% | -16.1% |
| 6M | -42.7% | -35.3% | -7.4% | -37.7% |
| YTD | -18.9% | -53.4% | +34.5% | -8.1% |
| 1Y | -30.0% | -65.6% | +35.6% | -14.9% |
| 3Y | +28.8% | -5.1% | +33.9% | +17.6% |
| 5Y | +210.5% | +18.5% | +192.0% | +152.8% |
| 10Y | +524.7% | +369.8% | +154.9% | +224.5% |
| All | +326.4% | +351.0% | -24.7% | +75.5% |
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 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