+332.8%
AVAV vs NWSA
+146.9%
+186.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.4% |
| 7D | +9.9% | -12.2% | +22.1% | +16.4% |
| 30D | -5.4% | -8.7% | +3.3% | -1.8% |
| 3M | -36.5% | -6.0% | -30.6% | -35.1% |
| 6M | -25.3% | -0.3% | -24.9% | -26.2% |
| YTD | -48.6% | +3.5% | -52.1% | -50.4% |
| 1Y | -62.1% | +0.8% | -62.8% | -63.0% |
| 3Y | +2.3% | +31.1% | -28.8% | -12.9% |
| 5Y | +35.4% | +18.8% | +16.6% | +16.7% |
| All | +332.8% | +146.9% | +186.0% | +140.7% |
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