+445.8%
XRT vs AVAV
+478.6%
-32.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +0.8% | -2.2% | +3.0% | +1.2% |
| 30D | -4.2% | -13.9% | +9.7% | -1.9% |
| 3M | +5.1% | -29.2% | +34.3% | +10.1% |
| 6M | +2.4% | -36.1% | +38.5% | +8.3% |
| YTD | +3.2% | -40.2% | +43.4% | +8.4% |
| 1Y | +1.5% | -36.2% | +37.7% | +4.0% |
| 3Y | +40.6% | +47.5% | -7.0% | +14.4% |
| 5Y | -1.0% | +39.3% | -40.3% | -21.9% |
| 10Y | +128.4% | +482.6% | -354.1% | +24.3% |
| All | +445.8% | +478.6% | -32.8% | +156.6% |
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