+131.7%
TROW vs AVAV
+478.0%
-346.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.8% | -0.6% |
| 7D | -1.5% | -3.2% | +1.7% | -1.0% |
| 30D | -5.3% | -25.6% | +20.3% | -0.5% |
| 3M | +2.9% | -20.2% | +23.2% | +5.6% |
| 6M | +22.2% | -38.1% | +60.3% | +29.9% |
| YTD | +8.1% | -41.8% | +49.9% | +14.2% |
| 1Y | +5.8% | -39.0% | +44.9% | +9.6% |
| 3Y | +14.0% | +24.1% | -10.1% | -4.8% |
| 5Y | -38.3% | +53.0% | -91.3% | -53.2% |
| 10Y | +131.7% | +493.8% | -362.2% | +16.2% |
| All | +131.7% | +478.0% | -346.3% | +16.2% |
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