+105.8%
ROST vs AVAV
+18.1%
+87.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.2% | -2.6% |
| 7D | +1.2% | -10.6% | +11.8% | +2.0% |
| 30D | +2.5% | -18.8% | +21.3% | +4.1% |
| 3M | -9.0% | -34.1% | +25.1% | -6.0% |
| 6M | +1.3% | -35.3% | +36.7% | +3.8% |
| YTD | +29.1% | -53.4% | +82.4% | +34.6% |
| 1Y | +45.4% | -65.6% | +111.1% | +56.3% |
| 3Y | +94.9% | -5.1% | +99.9% | +75.2% |
| All | +105.8% | +18.1% | +87.6% | +64.9% |
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