+168.1%
AVAV vs NTR
+98.7%
+69.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +6.9% | +5.3% |
| 7D | -0.1% | -2.5% | +2.4% | +0.8% |
| 30D | -25.0% | +17.0% | -42.0% | -29.3% |
| 3M | -15.0% | +22.2% | -37.1% | -21.4% |
| 6M | -33.6% | +5.2% | -38.8% | -35.7% |
| YTD | -39.2% | +29.7% | -68.9% | -45.8% |
| 1Y | -40.5% | +39.4% | -79.9% | -48.8% |
| 3Y | +29.6% | +38.2% | -8.6% | +8.9% |
| 5Y | +56.7% | +47.6% | +9.1% | +19.3% |
| All | +168.1% | +98.7% | +69.4% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling