+294.0%
NEM vs AVAV
+397.6%
-103.6%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -2.0% | -1.3% |
| 7D | +0.3% | +9.9% | -9.6% | -0.9% |
| 30D | +1.1% | -5.4% | +6.5% | +1.4% |
| 3M | +1.3% | -36.5% | +37.8% | +5.8% |
| 6M | -1.4% | -25.3% | +23.9% | +0.4% |
| YTD | +19.4% | -48.6% | +68.0% | +25.0% |
| 1Y | +32.9% | -62.1% | +95.0% | +43.4% |
| 3Y | +267.0% | +2.3% | +264.7% | +245.5% |
| 5Y | +131.0% | +35.4% | +95.6% | +105.3% |
| 10Y | +379.9% | +345.1% | +34.8% | +242.8% |
| All | +294.0% | +397.6% | -103.6% | +154.3% |
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