+764.3%
ROP vs AVAV
+478.6%
+285.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.7% | -1.8% | -3.3% |
| 7D | -4.4% | -2.2% | -2.2% | -4.1% |
| 30D | +3.2% | -13.9% | +17.2% | +5.4% |
| 3M | +23.1% | -29.2% | +52.3% | +28.2% |
| 6M | +13.3% | -36.1% | +49.4% | +18.9% |
| YTD | -7.9% | -40.2% | +32.3% | -4.1% |
| 1Y | -22.1% | -36.2% | +14.2% | -20.7% |
| 3Y | -16.8% | +47.5% | -64.3% | -31.8% |
| 5Y | -13.5% | +39.3% | -52.8% | -31.8% |
| 10Y | +137.7% | +482.6% | -344.9% | +22.7% |
| All | +764.3% | +478.6% | +285.7% | +273.2% |
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