+15.8%
TROW vs AVAV
+31.0%
-15.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.6% |
| 7D | +0.4% | +3.2% | -2.8% | +0.1% |
| 30D | -4.0% | -20.3% | +16.3% | -1.9% |
| 3M | +5.0% | -19.4% | +24.4% | +6.6% |
| 6M | +24.3% | -35.3% | +59.6% | +28.5% |
| YTD | +9.8% | -38.5% | +48.3% | +13.2% |
| 1Y | +6.4% | -37.2% | +43.6% | +9.0% |
| 3Y | +15.8% | +31.1% | -15.3% | +3.4% |
| All | +15.8% | +31.0% | -15.2% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling