-60.2%
AVAV vs NYT
+16.1%
-76.3%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.9% | -4.6% | -3.1% |
| 7D | +4.2% | +6.5% | -2.3% | +3.0% |
| 30D | -2.6% | +8.4% | -11.0% | -4.0% |
| 3M | -38.0% | +13.9% | -51.9% | -39.1% |
| 6M | -27.0% | -4.8% | -22.2% | -27.5% |
| YTD | -51.4% | +6.2% | -57.6% | -47.5% |
| 1Y | -60.2% | +14.3% | -74.5% | -50.5% |
| All | -60.2% | +16.1% | -76.3% | -50.5% |
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