+331.1%
TROW vs AVAV
+383.4%
-52.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -1.6% |
| 7D | -0.5% | +18.4% | -18.8% | -4.1% |
| 30D | +6.7% | -4.9% | +11.7% | +7.2% |
| 3M | -1.7% | -37.7% | +36.0% | +7.4% |
| 6M | +7.8% | -28.4% | +36.3% | +11.7% |
| YTD | +9.9% | -50.0% | +60.0% | +19.9% |
| 1Y | +8.7% | -62.6% | +71.4% | +25.9% |
| 3Y | +35.2% | -0.6% | +35.8% | +16.0% |
| 5Y | -37.5% | +31.9% | -69.4% | -52.6% |
| 10Y | +123.7% | +332.3% | -208.6% | +11.7% |
| All | +331.1% | +383.4% | -52.3% | +61.9% |
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