+359.3%
AVAV vs RNG
+247.5%
+111.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.5% | -2.9% |
| 7D | 0.0% | -6.0% | +6.0% | +1.1% |
| 30D | -9.9% | -7.4% | -2.6% | -8.7% |
| 3M | -34.7% | +14.6% | -49.3% | -36.5% |
| 6M | -26.6% | +61.5% | -88.1% | -34.0% |
| YTD | -48.9% | +155.7% | -204.6% | -59.1% |
| 1Y | -63.0% | +172.5% | -235.5% | -70.8% |
| 3Y | +1.6% | +168.0% | -166.4% | -23.6% |
| 5Y | +34.5% | -73.8% | +108.3% | +48.5% |
| 10Y | +359.3% | +240.3% | +119.0% | +136.1% |
| All | +359.3% | +247.5% | +111.8% | +136.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling