+17.0%
TROW vs AVAV
-68.0%
+85.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -8.3% | +14.3% | +6.7% |
| 7D | +8.2% | -10.1% | +18.3% | +9.1% |
| 30D | +8.3% | -18.7% | +27.0% | +10.1% |
| 3M | -1.6% | -33.0% | +31.4% | +1.5% |
| 6M | +11.9% | -37.2% | +49.1% | +15.2% |
| YTD | +14.3% | -53.2% | +67.5% | +20.5% |
| 1Y | +17.0% | -69.0% | +86.0% | +32.4% |
| All | +17.0% | -68.0% | +85.0% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling