+61.2%
AVAV vs NYT
+38.8%
+22.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.4% |
| 7D | +1.4% | -0.6% | +2.0% | +1.6% |
| 30D | -24.3% | +4.6% | -28.9% | -25.3% |
| 3M | -20.1% | -9.6% | -10.5% | -18.4% |
| 6M | -29.4% | -14.0% | -15.4% | -26.8% |
| YTD | -39.3% | -2.8% | -36.5% | -39.6% |
| 1Y | -39.3% | +15.6% | -54.9% | -43.3% |
| 3Y | +29.5% | +56.3% | -26.8% | +4.9% |
| All | +61.2% | +38.8% | +22.4% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling