+635.4%
AVAV vs NWSA
+127.4%
+508.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.9% |
| 7D | -2.2% | -1.9% | -0.4% | -1.4% |
| 30D | -13.9% | +4.6% | -18.5% | -15.8% |
| 3M | -29.2% | +13.2% | -42.5% | -33.6% |
| 6M | -36.1% | +27.0% | -63.1% | -43.1% |
| YTD | -40.2% | +16.8% | -57.0% | -45.0% |
| 1Y | -36.2% | +4.5% | -40.7% | -38.7% |
| 3Y | +47.5% | +46.2% | +1.3% | +20.6% |
| 5Y | +39.3% | +40.9% | -1.6% | +12.1% |
| 10Y | +482.6% | +145.1% | +337.4% | +236.5% |
| All | +635.4% | +127.4% | +508.0% | +337.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling