+3,433.8%
ROST vs AVAV
+351.0%
+3,082.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.5% | -12.2% | -3.2% |
| 7D | +1.2% | -10.6% | +11.8% | +2.5% |
| 30D | +2.5% | -18.8% | +21.3% | +5.0% |
| 3M | -9.0% | -34.1% | +25.1% | -4.3% |
| 6M | +1.3% | -35.3% | +36.7% | +5.3% |
| YTD | +29.1% | -53.4% | +82.4% | +37.7% |
| 1Y | +45.4% | -65.6% | +111.1% | +61.6% |
| 3Y | +94.9% | -5.1% | +99.9% | +76.1% |
| 5Y | +104.0% | +18.5% | +85.5% | +71.0% |
| 10Y | +314.8% | +369.8% | -55.0% | +161.1% |
| All | +3,433.8% | +351.0% | +3,082.8% | +1,764.9% |
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 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