+31.1%
AVAV vs NTR
+42.0%
-10.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.6% |
| 7D | +3.2% | +3.8% | -0.7% | +2.6% |
| 30D | -20.3% | +25.2% | -45.6% | -23.4% |
| 3M | -19.4% | +21.0% | -40.4% | -22.5% |
| 6M | -35.3% | +7.6% | -42.9% | -36.7% |
| YTD | -38.5% | +32.9% | -71.4% | -42.3% |
| 1Y | -37.2% | +43.1% | -80.3% | -42.1% |
| 3Y | +31.1% | +41.6% | -10.5% | +18.2% |
| All | +31.1% | +42.0% | -10.9% | +18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling