+423.4%
NFLX vs AVAV
+423.1%
+0.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | -0.9% |
| 7D | +2.6% | +3.2% | -0.6% | +1.7% |
| 30D | -9.0% | -7.4% | -1.6% | -8.5% |
| 3M | -13.7% | -32.0% | +18.3% | -9.5% |
| 6M | -26.9% | -24.6% | -2.3% | -25.5% |
| YTD | -31.8% | -47.5% | +15.7% | -28.2% |
| 1Y | -42.1% | -61.5% | +19.4% | -36.0% |
| 3Y | +47.0% | +5.5% | +41.5% | +28.6% |
| 5Y | -2.5% | +35.7% | -38.3% | -21.8% |
| 10Y | +423.4% | +379.1% | +44.3% | +244.9% |
| All | +423.4% | +423.1% | +0.3% | +244.9% |
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