+326.0%
NEM vs AVAV
+478.6%
-152.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | +0.3% | -2.2% | +2.5% | +0.6% |
| 30D | +23.1% | -13.9% | +37.0% | +25.0% |
| 3M | +18.5% | -29.2% | +47.7% | +22.2% |
| 6M | +7.8% | -36.1% | +43.9% | +11.8% |
| YTD | +29.1% | -40.2% | +69.3% | +33.6% |
| 1Y | +72.7% | -36.2% | +108.9% | +76.5% |
| 3Y | +248.7% | +47.5% | +201.2% | +216.1% |
| 5Y | +148.7% | +39.3% | +109.4% | +121.2% |
| 10Y | +304.8% | +482.6% | -177.8% | +180.7% |
| All | +326.0% | +478.6% | -152.6% | +171.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling