-69.0%
AVAV vs NYT
+16.5%
-85.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -0.9% | -7.4% | -8.3% |
| 7D | -10.1% | -3.9% | -6.2% | -10.0% |
| 30D | -18.7% | +4.3% | -23.0% | -18.9% |
| 3M | -33.0% | -11.7% | -21.3% | -32.5% |
| 6M | -37.2% | -14.4% | -22.8% | -36.9% |
| YTD | -53.2% | -3.0% | -50.1% | -48.2% |
| 1Y | -69.0% | +16.5% | -85.5% | -58.5% |
| All | -69.0% | +16.5% | -85.5% | -58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling