+583.1%
ROKU vs AVAV
+111.5%
+471.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.5% | -10.4% | -2.7% |
| 7D | +3.5% | -10.6% | +14.1% | +6.1% |
| 30D | +5.1% | -18.8% | +23.9% | +10.3% |
| 3M | +7.0% | -34.1% | +41.1% | +17.9% |
| 6M | +25.4% | -35.3% | +60.8% | +34.7% |
| YTD | +48.0% | -53.4% | +101.3% | +67.7% |
| 1Y | +53.1% | -65.6% | +118.8% | +89.6% |
| 3Y | +92.7% | -5.1% | +97.8% | +54.2% |
| 5Y | -42.4% | +18.5% | -60.9% | -59.2% |
| All | +583.1% | +111.5% | +471.5% | +282.3% |
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