+562.1%
ROKU vs AVAV
+171.3%
+390.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | -1.3% | -2.2% | +0.9% | -0.7% |
| 30D | +5.9% | -13.9% | +19.8% | +9.7% |
| 3M | +23.9% | -29.2% | +53.1% | +32.7% |
| 6M | +59.6% | -36.1% | +95.7% | +73.3% |
| YTD | +43.4% | -40.2% | +83.6% | +53.6% |
| 1Y | +60.2% | -36.2% | +96.4% | +64.7% |
| 3Y | +90.4% | +47.5% | +42.9% | +33.3% |
| 5Y | -54.5% | +39.3% | -93.8% | -69.0% |
| All | +562.1% | +171.3% | +390.7% | +250.1% |
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