+504.5%
AVAV vs NYT
+255.0%
+249.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.1% | -1.8% |
| 7D | -2.2% | -1.3% | -0.9% | -1.9% |
| 30D | -13.9% | +2.7% | -16.7% | -14.7% |
| 3M | -29.2% | -10.3% | -18.9% | -27.7% |
| 6M | -36.1% | -16.6% | -19.6% | -33.6% |
| YTD | -40.2% | -2.3% | -37.9% | -40.4% |
| 1Y | -36.2% | +15.0% | -51.2% | -39.5% |
| 3Y | +47.5% | +57.1% | -9.6% | +27.1% |
| 5Y | +39.3% | +37.2% | +2.1% | +22.0% |
| 10Y | +482.6% | +464.3% | +18.2% | +247.5% |
| All | +504.5% | +255.0% | +249.5% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling