-53.6%
ROKU vs AVAV
+44.7%
-98.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.0% | -0.9% |
| 7D | -0.1% | +3.2% | -3.3% | -1.0% |
| 30D | +1.5% | -20.3% | +21.8% | +7.3% |
| 3M | +25.7% | -19.4% | +45.1% | +29.9% |
| 6M | +54.5% | -35.3% | +89.7% | +67.4% |
| YTD | +43.2% | -38.5% | +81.7% | +51.7% |
| 1Y | +56.3% | -37.2% | +93.5% | +60.4% |
| 3Y | +86.1% | +31.1% | +55.0% | +24.9% |
| 5Y | -53.6% | +41.0% | -94.6% | -76.9% |
| All | -53.6% | +44.7% | -98.3% | -76.9% |
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