+944.6%
ROK vs AVAV
+478.6%
+466.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.6% |
| 7D | +0.7% | -2.2% | +2.9% | +1.1% |
| 30D | -3.3% | -13.9% | +10.6% | -0.7% |
| 3M | -5.9% | -29.2% | +23.4% | -1.0% |
| 6M | +13.9% | -36.1% | +50.0% | +20.6% |
| YTD | +12.6% | -40.2% | +52.8% | +18.4% |
| 1Y | +28.6% | -36.2% | +64.8% | +31.6% |
| 3Y | +45.1% | +47.5% | -2.4% | +15.8% |
| 5Y | +45.6% | +39.3% | +6.3% | +11.3% |
| 10Y | +345.0% | +482.6% | -137.5% | +115.6% |
| All | +944.6% | +478.6% | +466.0% | +339.4% |
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