+48.1%
ROK vs AVAV
+39.7%
+8.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.5% |
| 7D | +0.7% | -2.2% | +2.9% | +0.9% |
| 30D | -3.3% | -13.9% | +10.6% | -1.9% |
| 3M | -5.9% | -29.2% | +23.4% | -3.1% |
| 6M | +13.9% | -36.1% | +50.0% | +17.8% |
| YTD | +12.6% | -40.2% | +52.8% | +16.0% |
| 1Y | +28.6% | -36.2% | +64.8% | +30.2% |
| 3Y | +45.1% | +47.5% | -2.4% | +25.4% |
| All | +48.1% | +39.7% | +8.4% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling