+331.9%
TROW vs AVAV
+478.6%
-146.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -1.3% | -2.2% | +0.9% | -0.8% |
| 30D | -4.5% | -13.9% | +9.4% | -1.8% |
| 3M | +3.9% | -29.2% | +33.1% | +9.7% |
| 6M | +22.6% | -36.1% | +58.7% | +30.6% |
| YTD | +10.1% | -40.2% | +50.3% | +16.7% |
| 1Y | +3.6% | -36.2% | +39.8% | +6.7% |
| 3Y | +12.4% | +47.5% | -35.1% | -11.8% |
| 5Y | -37.5% | +39.3% | -76.8% | -52.7% |
| 10Y | +130.0% | +482.6% | -352.6% | +8.0% |
| All | +331.9% | +478.6% | -146.7% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling