+521.7%
AVAV vs NTRS
+391.3%
+130.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.2% |
| 7D | +3.2% | +1.7% | +1.5% | +2.6% |
| 30D | -20.3% | +0.1% | -20.5% | -20.4% |
| 3M | -19.4% | +9.8% | -29.3% | -22.5% |
| 6M | -35.3% | +34.7% | -69.9% | -42.1% |
| YTD | -38.5% | +37.4% | -75.9% | -45.4% |
| 1Y | -37.2% | +48.2% | -85.4% | -45.9% |
| 3Y | +31.1% | +163.5% | -132.4% | -9.6% |
| 5Y | +41.0% | +88.2% | -47.2% | +7.0% |
| 10Y | +508.8% | +246.8% | +261.9% | +266.0% |
| All | +521.7% | +391.3% | +130.4% | +187.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling