-6.7%
AVAV vs NWSA
+32.6%
-39.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.7% | -5.4% | -3.7% |
| 7D | +4.2% | +2.2% | +2.0% | +3.4% |
| 30D | -2.6% | -8.8% | +6.2% | +0.7% |
| 3M | -38.0% | -6.5% | -31.5% | -36.6% |
| 6M | -27.0% | +1.5% | -28.5% | -28.4% |
| YTD | -51.4% | +4.0% | -55.5% | -53.1% |
| 1Y | -60.2% | +3.4% | -63.7% | -61.5% |
| 3Y | -6.7% | +34.8% | -41.5% | -22.6% |
| All | -6.7% | +32.6% | -39.2% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling