+267.6%
ROIV vs AVAV
+24.7%
+242.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -8.3% | +14.4% | +7.2% |
| 7D | +3.0% | -10.1% | +13.1% | +4.3% |
| 30D | +6.8% | -18.7% | +25.6% | +9.6% |
| 3M | +10.5% | -33.0% | +43.5% | +16.0% |
| 6M | +34.8% | -37.2% | +72.0% | +40.9% |
| YTD | +76.2% | -53.2% | +129.4% | +89.2% |
| 1Y | +92.4% | -69.0% | +161.4% | +117.6% |
| 3Y | +312.0% | -5.5% | +317.5% | +284.2% |
| 5Y | +388.3% | +20.1% | +368.1% | +324.9% |
| All | +267.6% | +24.7% | +242.9% | +222.6% |
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