-61.5%
AVAV vs RNG
+174.3%
-235.8%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.6% |
| 7D | +9.9% | -3.5% | +13.4% | +10.1% |
| 30D | -5.4% | -3.8% | -1.6% | -5.2% |
| 3M | -36.5% | +18.6% | -55.1% | -36.6% |
| 6M | -25.3% | +69.2% | -94.5% | -25.0% |
| YTD | -48.6% | +161.9% | -210.4% | -47.1% |
| All | -61.5% | +174.3% | -235.8% | -60.7% |
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