+35.8%
AVAV vs RGEN
-35.6%
+71.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.9% |
| 7D | +9.9% | -3.1% | +13.0% | +11.1% |
| 30D | -5.4% | +0.1% | -5.5% | -5.2% |
| 3M | -36.5% | +4.8% | -41.3% | -37.5% |
| 6M | -25.3% | +48.9% | -74.2% | -33.1% |
| YTD | -48.6% | +5.3% | -53.9% | -50.1% |
| 1Y | -62.1% | +12.5% | -74.6% | -63.8% |
| 3Y | +2.3% | +17.0% | -14.7% | -6.7% |
| All | +35.8% | -35.6% | +71.4% | +10.4% |
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