-69.0%
AVAV vs RNG
+179.4%
-248.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.2% | -8.1% | -8.3% |
| 7D | -10.1% | -9.6% | -0.5% | -9.8% |
| 30D | -18.7% | -1.4% | -17.3% | -18.7% |
| 3M | -33.0% | +28.8% | -61.8% | -33.3% |
| 6M | -37.2% | +65.6% | -102.8% | -37.1% |
| YTD | -53.2% | +171.4% | -224.6% | -52.2% |
| 1Y | -69.0% | +185.3% | -254.3% | -69.8% |
| All | -69.0% | +179.4% | -248.4% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling