+508.8%
AVAV vs NWSA
+143.8%
+364.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.7% | +3.7% |
| 7D | +3.2% | -2.6% | +5.8% | +4.4% |
| 30D | -20.3% | +4.6% | -24.9% | -22.0% |
| 3M | -19.4% | +10.2% | -29.6% | -23.6% |
| 6M | -35.3% | +21.6% | -56.9% | -41.4% |
| YTD | -38.5% | +14.6% | -53.1% | -43.1% |
| 1Y | -37.2% | +0.4% | -37.6% | -38.6% |
| 3Y | +31.1% | +45.0% | -13.9% | +6.7% |
| 5Y | +41.0% | +41.3% | -0.3% | +12.2% |
| 10Y | +508.8% | +142.8% | +366.0% | +236.1% |
| All | +508.8% | +143.8% | +364.9% | +236.1% |
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