+511.3%
AVAV vs NYT
+487.2%
+24.1%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | -25.0% | +4.5% | -29.4% | -26.0% |
| 3M | -15.0% | -8.5% | -6.4% | -13.3% |
| 6M | -33.6% | -15.1% | -18.6% | -30.8% |
| YTD | -39.2% | -3.3% | -35.9% | -39.4% |
| 1Y | -40.5% | +17.0% | -57.5% | -44.6% |
| 3Y | +29.6% | +55.7% | -26.1% | +6.9% |
| 5Y | +56.7% | +38.9% | +17.8% | +30.1% |
| All | +511.3% | +487.2% | +24.1% | +179.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling