+391.5%
AVAV vs RNG
+320.7%
+70.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -2.9% | +13.3% | +11.0% |
| 7D | -10.6% | -11.3% | +0.7% | -8.5% |
| 30D | -18.8% | -5.7% | -13.1% | -18.0% |
| 3M | -34.1% | +16.8% | -50.9% | -36.3% |
| 6M | -35.3% | +58.5% | -93.8% | -41.9% |
| YTD | -53.4% | +151.3% | -204.7% | -62.9% |
| 1Y | -65.6% | +169.0% | -234.7% | -73.1% |
| 3Y | -5.1% | +156.9% | -162.0% | -28.7% |
| 5Y | +18.5% | -69.0% | +87.5% | +26.9% |
| 10Y | +369.8% | +262.0% | +107.8% | +148.5% |
| All | +391.5% | +320.7% | +70.8% | +150.6% |
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