+473.3%
AVAV vs NWSA
+98.2%
+375.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.3% | +10.8% | +10.6% |
| 7D | -10.6% | -9.4% | -1.2% | -6.9% |
| 30D | -18.8% | -7.8% | -11.0% | -16.1% |
| 3M | -34.1% | -10.8% | -23.3% | -31.2% |
| 6M | -35.3% | +1.1% | -36.4% | -36.6% |
| YTD | -53.4% | +1.8% | -55.2% | -54.7% |
| 1Y | -65.6% | +6.0% | -71.7% | -67.3% |
| 3Y | -5.1% | +24.6% | -29.6% | -16.9% |
| 5Y | +18.5% | +13.1% | +5.4% | +5.1% |
| 10Y | +369.8% | +148.5% | +221.3% | +170.5% |
| All | +473.3% | +98.2% | +375.1% | +260.9% |
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