+3,420.9%
ROST vs AVAV
+478.6%
+2,942.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +0.9% | -2.2% | +3.2% | +1.2% |
| 30D | -8.9% | -13.9% | +5.0% | -7.2% |
| 3M | -0.8% | -29.2% | +28.4% | +2.8% |
| 6M | +8.5% | -36.1% | +44.6% | +13.0% |
| YTD | +28.6% | -40.2% | +68.8% | +33.4% |
| 1Y | +52.3% | -36.2% | +88.5% | +54.9% |
| 3Y | +94.8% | +47.5% | +47.3% | +65.1% |
| 5Y | +110.8% | +39.3% | +71.5% | +73.8% |
| 10Y | +304.5% | +482.6% | -178.0% | +148.6% |
| All | +3,420.9% | +478.6% | +2,942.3% | +1,705.8% |
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