+40.4%
AVAV vs RGEN
-42.4%
+82.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -2.2% | -4.9% | +2.7% | -1.0% |
| 30D | -13.9% | +5.7% | -19.6% | -15.2% |
| 3M | -29.2% | +32.4% | -61.7% | -34.5% |
| 6M | -36.1% | +33.2% | -69.3% | -41.3% |
| YTD | -40.2% | +2.3% | -42.5% | -41.3% |
| 1Y | -36.2% | +39.0% | -75.2% | -41.6% |
| 3Y | +47.5% | -4.6% | +52.2% | +40.8% |
| All | +40.4% | -42.4% | +82.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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