-39.3%
AVAV vs NYT
+17.8%
-57.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | +1.4% | -0.6% | +2.0% | +1.4% |
| 30D | -24.3% | +4.6% | -28.9% | -24.1% |
| 3M | -20.1% | -9.6% | -10.5% | -20.4% |
| 6M | -29.4% | -14.0% | -15.4% | -29.0% |
| YTD | -39.3% | -2.8% | -36.5% | -31.3% |
| 1Y | -39.3% | +15.6% | -54.9% | -6.5% |
| All | -39.3% | +17.8% | -57.2% | -6.5% |
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