+26.2%
ROK vs AVAV
-35.3%
+61.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.9% | -3.9% | -1.2% |
| 7D | +2.8% | +3.2% | -0.4% | +2.6% |
| 30D | -2.4% | -20.3% | +17.9% | -1.3% |
| 3M | -4.7% | -19.4% | +14.7% | -4.1% |
| 6M | +16.8% | -35.3% | +52.0% | +18.4% |
| YTD | +11.4% | -38.5% | +49.9% | +12.8% |
| 1Y | +26.2% | -37.2% | +63.4% | +35.9% |
| All | +26.2% | -35.3% | +61.5% | +35.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling