+27.9%
AVAV vs RNG
+130.4%
-102.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.5% |
| 7D | -2.2% | +5.8% | -8.0% | -2.6% |
| 30D | -13.9% | +19.6% | -33.5% | -14.9% |
| 3M | -29.2% | +67.0% | -96.3% | -31.6% |
| 6M | -36.1% | +88.4% | -124.5% | -39.1% |
| YTD | -40.2% | +155.5% | -195.7% | -44.5% |
| 1Y | -36.2% | +141.7% | -177.9% | -40.7% |
| All | +27.9% | +130.4% | -102.4% | +18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling