+112.0%
ROST vs AVAV
+28.1%
+83.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -2.1% |
| 7D | +0.3% | +4.2% | -4.0% | -0.1% |
| 30D | +0.5% | -2.6% | +3.0% | +0.5% |
| 3M | -5.2% | -38.0% | +32.7% | -1.6% |
| 6M | +9.8% | -27.0% | +36.8% | +11.2% |
| YTD | +29.4% | -51.4% | +80.8% | +34.4% |
| 1Y | +44.4% | -60.2% | +104.6% | +52.8% |
| 3Y | +95.0% | -6.7% | +101.7% | +76.4% |
| All | +112.0% | +28.1% | +83.9% | +69.9% |
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