+530.6%
AVAV vs RNG
+327.7%
+202.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.9% | +2.2% | -1.0% |
| 7D | -2.2% | +5.8% | -8.0% | -3.3% |
| 30D | -13.9% | +19.6% | -33.5% | -16.9% |
| 3M | -29.2% | +67.0% | -96.3% | -36.7% |
| 6M | -36.1% | +88.4% | -124.5% | -44.8% |
| YTD | -40.2% | +155.5% | -195.7% | -52.4% |
| 1Y | -36.2% | +141.7% | -177.9% | -48.9% |
| 3Y | +47.5% | +131.1% | -83.6% | +13.5% |
| 5Y | +39.3% | -70.6% | +109.9% | +50.7% |
| 10Y | +482.6% | +228.2% | +254.3% | +215.4% |
| All | +530.6% | +327.7% | +202.8% | +221.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling