+379.1%
AVAV vs NWSA
+159.6%
+219.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +0.7% | +11.9% | +12.3% |
| 7D | +3.2% | -10.5% | +13.7% | +8.2% |
| 30D | -7.4% | -8.8% | +1.4% | -3.8% |
| 3M | -32.0% | -6.5% | -25.5% | -30.3% |
| 6M | -24.6% | -1.3% | -23.2% | -25.2% |
| YTD | -47.5% | +2.5% | -50.0% | -49.1% |
| 1Y | -61.5% | +0.2% | -61.7% | -62.3% |
| 3Y | +5.5% | +27.6% | -22.1% | -9.1% |
| 5Y | +35.7% | +17.0% | +18.8% | +17.8% |
| 10Y | +379.1% | +148.3% | +230.8% | +165.6% |
| All | +379.1% | +159.6% | +219.5% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 10y: compounded portfolio wealth divided by compounded NWSA 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…
10y analysis · Full analysis span regression · 6 months rolling