+670.3%
NFLX vs AVAV
+516.1%
+154.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.9% | -4.7% | -2.3% |
| 7D | -5.0% | +3.2% | -8.2% | -5.4% |
| 30D | +3.5% | -20.3% | +23.9% | +6.8% |
| 3M | -7.1% | -19.4% | +12.3% | -5.1% |
| 6M | -22.5% | -35.3% | +12.8% | -18.8% |
| YTD | -18.1% | -38.5% | +20.4% | -15.3% |
| 1Y | -38.3% | -37.2% | -1.1% | -37.0% |
| 3Y | +73.4% | +31.1% | +42.3% | +47.4% |
| 5Y | +26.7% | +41.0% | -14.4% | +1.7% |
| 10Y | +670.3% | +508.8% | +161.6% | +387.2% |
| All | +670.3% | +516.1% | +154.3% | +387.2% |
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