+163.7%
AVAV vs NTR
+100.5%
+63.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.2% | -1.2% |
| 7D | -2.2% | +8.1% | -10.3% | -5.0% |
| 30D | -13.9% | +18.8% | -32.7% | -19.4% |
| 3M | -29.2% | +16.2% | -45.5% | -33.3% |
| 6M | -36.1% | +9.8% | -45.9% | -39.1% |
| YTD | -40.2% | +30.9% | -71.1% | -46.9% |
| 1Y | -36.2% | +41.8% | -78.0% | -45.5% |
| 3Y | +47.5% | +35.8% | +11.8% | +25.0% |
| 5Y | +39.3% | +51.0% | -11.8% | +4.6% |
| All | +163.7% | +100.5% | +63.2% | +62.0% |
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