+238.2%
NEM vs AVAV
-5.8%
+244.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.5% | -9.5% | -0.1% |
| 7D | +13.4% | -10.6% | +24.0% | +14.5% |
| 30D | +6.5% | -18.8% | +25.3% | +8.6% |
| 3M | +14.9% | -34.1% | +49.0% | +19.7% |
| 6M | +5.5% | -35.3% | +40.8% | +9.5% |
| YTD | +21.9% | -53.4% | +75.3% | +29.0% |
| 1Y | +47.9% | -65.6% | +113.5% | +60.8% |
| 3Y | +238.2% | -5.1% | +243.2% | +208.8% |
| All | +238.2% | -5.8% | +244.0% | +208.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling