+120.2%
NEM vs AVAV
+28.1%
+92.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.2% | +0.7% |
| 7D | -6.4% | +4.2% | -10.6% | -6.8% |
| 30D | +1.4% | -2.6% | +4.0% | +1.4% |
| 3M | -0.7% | -38.0% | +37.2% | +3.5% |
| 6M | -4.5% | -27.0% | +22.5% | -2.4% |
| YTD | +14.0% | -51.4% | +65.5% | +19.5% |
| 1Y | +27.3% | -60.2% | +87.5% | +35.4% |
| 3Y | +250.5% | -6.7% | +257.2% | +237.0% |
| All | +120.2% | +28.1% | +92.1% | +107.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling