+805.0%
ROK vs AVAV
+351.0%
+454.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.5% | -11.8% | -3.4% |
| 7D | -13.8% | -10.6% | -3.2% | -12.0% |
| 30D | -14.9% | -18.8% | +3.9% | -11.6% |
| 3M | -14.7% | -34.1% | +19.4% | -8.1% |
| 6M | -17.7% | -35.3% | +17.7% | -12.8% |
| YTD | -2.5% | -53.4% | +50.9% | +7.1% |
| 1Y | +2.3% | -65.6% | +67.9% | +19.2% |
| 3Y | +52.7% | -5.1% | +57.8% | +33.9% |
| 5Y | +20.5% | +18.5% | +2.0% | -5.4% |
| 10Y | +284.0% | +369.8% | -85.8% | +92.9% |
| All | +805.0% | +351.0% | +454.0% | +297.8% |
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