+278.5%
RTX vs AVAV
+502.7%
-224.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.4% |
| 7D | -5.2% | -2.2% | -2.9% | -4.8% |
| 30D | -9.4% | -13.9% | +4.5% | -7.5% |
| 3M | +12.3% | -29.2% | +41.5% | +17.1% |
| 6M | -3.1% | -36.1% | +33.0% | +1.8% |
| YTD | +10.7% | -40.2% | +50.9% | +15.6% |
| 1Y | +28.4% | -36.2% | +64.6% | +31.4% |
| 3Y | +147.1% | +47.5% | +99.5% | +105.1% |
| 5Y | +167.2% | +39.3% | +128.0% | +114.4% |
| All | +278.5% | +502.7% | -224.2% | +117.3% |
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