-34.7%
TROW vs AVAV
+32.4%
-67.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +4.4% | 0.0% | +4.4% | +4.1% |
| 30D | +5.5% | -9.9% | +15.4% | +6.6% |
| 3M | -1.3% | -34.7% | +33.4% | +4.1% |
| 6M | +7.9% | -26.6% | +34.5% | +10.2% |
| YTD | +12.6% | -48.9% | +61.6% | +19.6% |
| 1Y | +13.3% | -63.0% | +76.3% | +26.4% |
| 3Y | +38.6% | +1.6% | +37.0% | +19.9% |
| 5Y | -34.7% | +34.5% | -69.2% | -52.1% |
| All | -34.7% | +32.4% | -67.1% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling