+342.1%
NEM vs AVAV
+327.1%
+15.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.9% | -2.1% | -4.7% |
| 7D | -5.9% | +18.4% | -24.3% | -7.3% |
| 30D | -2.6% | -4.9% | +2.4% | -2.4% |
| 3M | -4.2% | -37.7% | +33.4% | -0.7% |
| 6M | -5.5% | -28.4% | +23.0% | -3.6% |
| YTD | +13.5% | -50.0% | +63.6% | +18.1% |
| 1Y | +22.2% | -62.6% | +84.8% | +29.7% |
| 3Y | +249.0% | -0.6% | +249.6% | +236.5% |
| 5Y | +120.1% | +31.9% | +88.2% | +105.6% |
| All | +342.1% | +327.1% | +15.0% | +328.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling