-37.2%
AVAV vs RNG
+121.6%
-158.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.2% | +2.9% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | -20.3% | +11.4% | -31.7% | -20.5% |
| 3M | -19.4% | +72.1% | -91.5% | -19.9% |
| 6M | -35.3% | +67.9% | -103.2% | -36.1% |
| YTD | -38.5% | +144.3% | -182.8% | -37.9% |
| 1Y | -37.2% | +117.5% | -154.7% | -36.5% |
| All | -37.2% | +121.6% | -158.8% | -36.5% |
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