-4.7%
XRT vs AVAV
+18.1%
-22.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.5% | -12.2% | -3.0% |
| 7D | +0.9% | -10.6% | +11.5% | +2.1% |
| 30D | +7.9% | -18.8% | +26.7% | +10.5% |
| 3M | -0.2% | -34.1% | +33.9% | +4.6% |
| 6M | +5.6% | -35.3% | +40.9% | +9.6% |
| YTD | +5.7% | -53.4% | +59.1% | +12.7% |
| 1Y | +14.6% | -65.6% | +80.2% | +27.7% |
| 3Y | +50.7% | -5.1% | +55.7% | +31.6% |
| All | -4.7% | +18.1% | -22.8% | -29.5% |
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