+332.4%
NEM vs AVAV
+423.1%
-90.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.6% | -9.1% | +2.5% |
| 7D | +14.7% | +3.2% | +11.6% | +14.2% |
| 30D | +6.2% | -7.4% | +13.6% | +6.6% |
| 3M | +11.0% | -32.0% | +43.0% | +14.2% |
| 6M | +7.9% | -24.6% | +32.5% | +9.5% |
| YTD | +26.2% | -47.5% | +73.7% | +30.5% |
| 1Y | +51.5% | -61.5% | +113.0% | +60.2% |
| 3Y | +290.6% | +5.5% | +285.1% | +275.3% |
| 5Y | +153.1% | +35.7% | +117.3% | +136.3% |
| 10Y | +332.4% | +379.1% | -46.7% | +347.5% |
| All | +332.4% | +423.1% | -90.7% | +347.5% |
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