+51.1%
NEM vs AVAV
-68.0%
+119.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -8.3% | +18.2% | +10.9% |
| 7D | +3.7% | -10.1% | +13.8% | +4.8% |
| 30D | +2.0% | -18.7% | +20.7% | +4.4% |
| 3M | +21.1% | -33.0% | +54.1% | +26.9% |
| 6M | +9.5% | -37.2% | +46.7% | +15.2% |
| YTD | +19.1% | -53.2% | +72.2% | +25.1% |
| 1Y | +51.1% | -69.0% | +120.1% | +70.9% |
| All | +51.1% | -68.0% | +119.1% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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