+114.3%
AVAV vs NTR
+81.1%
+33.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.8% |
| 7D | +4.2% | -0.3% | +4.6% | +4.4% |
| 30D | -2.6% | +2.0% | -4.5% | -3.5% |
| 3M | -38.0% | +6.4% | -44.4% | -39.7% |
| 6M | -27.0% | +1.6% | -28.6% | -28.1% |
| YTD | -51.4% | +18.2% | -69.6% | -55.4% |
| 1Y | -60.2% | +23.9% | -84.2% | -64.3% |
| 3Y | -6.7% | +44.7% | -51.3% | -23.5% |
| 5Y | +28.3% | +21.3% | +7.0% | +6.3% |
| All | +114.3% | +81.1% | +33.1% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling