+12.4%
TROW vs AVAV
-62.2%
+74.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | -1.7% | +9.9% | -11.5% | -2.6% |
| 30D | +6.4% | -5.4% | +11.8% | +6.7% |
| 3M | -1.5% | -36.5% | +35.1% | +2.2% |
| 6M | +8.3% | -25.3% | +33.5% | +9.5% |
| YTD | +12.4% | -48.6% | +61.0% | +17.2% |
| 1Y | +12.4% | -62.1% | +74.5% | +22.8% |
| All | +12.4% | -62.2% | +74.6% | +22.8% |
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 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