-62.0%
AVAV vs RNG
+169.5%
-231.4%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +1.0% | +11.6% | +12.6% |
| 7D | +3.2% | -6.2% | +9.4% | +3.4% |
| 30D | -7.4% | -8.0% | +0.6% | -7.1% |
| 3M | -32.0% | +15.7% | -47.7% | -32.0% |
| 6M | -24.6% | +60.3% | -84.9% | -24.1% |
| YTD | -47.5% | +153.8% | -201.3% | -46.0% |
| All | -62.0% | +169.5% | -231.4% | -61.8% |
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