+303.0%
ROST vs AVAV
+516.1%
-213.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.8% |
| 7D | +0.2% | +3.2% | -3.0% | -0.2% |
| 30D | -10.0% | -20.3% | +10.3% | -7.5% |
| 3M | +1.2% | -19.4% | +20.7% | +3.0% |
| 6M | +8.9% | -35.3% | +44.2% | +13.1% |
| YTD | +28.1% | -38.5% | +66.6% | +32.0% |
| 1Y | +53.0% | -37.2% | +90.2% | +55.6% |
| 3Y | +97.9% | +31.1% | +66.7% | +70.2% |
| 5Y | +112.0% | +41.0% | +71.0% | +72.2% |
| 10Y | +303.0% | +508.8% | -205.8% | +152.0% |
| All | +303.0% | +516.1% | -213.1% | +152.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling