+332.8%
AVAV vs RNG
+233.2%
+99.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.3% |
| 7D | +9.9% | -3.5% | +13.4% | +10.6% |
| 30D | -5.4% | -3.8% | -1.6% | -4.8% |
| 3M | -36.5% | +18.6% | -55.1% | -38.7% |
| 6M | -25.3% | +69.2% | -94.5% | -33.3% |
| YTD | -48.6% | +161.9% | -210.4% | -59.0% |
| 1Y | -62.1% | +176.2% | -238.3% | -70.1% |
| 3Y | +2.3% | +174.5% | -172.2% | -23.3% |
| 5Y | +35.4% | -71.9% | +107.3% | +47.4% |
| All | +332.8% | +233.2% | +99.7% | +127.6% |
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