+343.5%
ROK vs AVAV
+516.1%
-172.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.5% |
| 7D | +2.8% | +3.2% | -0.4% | +2.3% |
| 30D | -2.4% | -20.3% | +17.9% | +1.0% |
| 3M | -4.7% | -19.4% | +14.7% | -2.6% |
| 6M | +16.8% | -35.3% | +52.0% | +22.4% |
| YTD | +11.4% | -38.5% | +49.9% | +15.6% |
| 1Y | +26.2% | -37.2% | +63.4% | +29.0% |
| 3Y | +51.9% | +31.1% | +20.7% | +27.7% |
| 5Y | +46.4% | +41.0% | +5.3% | +15.3% |
| 10Y | +343.5% | +508.8% | -165.2% | +125.9% |
| All | +343.5% | +516.1% | -172.5% | +125.9% |
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