+61.2%
AVAV vs NTRS
+93.2%
-32.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +1.4% | +1.4% | +0.1% | +0.9% |
| 30D | -24.3% | -0.7% | -23.7% | -24.1% |
| 3M | -20.1% | +11.3% | -31.5% | -23.9% |
| 6M | -29.4% | +35.5% | -64.9% | -37.6% |
| YTD | -39.3% | +40.6% | -79.9% | -47.2% |
| 1Y | -39.3% | +49.2% | -88.5% | -48.5% |
| 3Y | +29.5% | +167.2% | -137.8% | -13.7% |
| All | +61.2% | +93.2% | -32.0% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling