-36.1%
AVAV vs RGEN
+35.3%
-71.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.3% |
| 7D | -2.2% | -4.9% | +2.7% | -0.5% |
| 30D | -13.9% | +5.7% | -19.6% | -15.8% |
| 3M | -29.2% | +32.4% | -61.7% | -37.0% |
| 6M | -36.1% | +33.2% | -69.3% | -45.0% |
| All | -36.1% | +35.3% | -71.4% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling