+136.1%
NI vs AVAV
+516.1%
-379.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.6% | +1.0% |
| 7D | +2.3% | +3.2% | -0.9% | +2.1% |
| 30D | -1.7% | -20.3% | +18.7% | -0.2% |
| 3M | -8.0% | -19.4% | +11.4% | -7.1% |
| 6M | -8.6% | -35.3% | +26.6% | -6.7% |
| YTD | +2.3% | -38.5% | +40.8% | +4.1% |
| 1Y | +6.9% | -37.2% | +44.1% | +8.1% |
| 3Y | +70.6% | +31.1% | +39.4% | +57.0% |
| 5Y | +96.4% | +41.0% | +55.4% | +75.7% |
| 10Y | +136.1% | +508.8% | -372.6% | +77.1% |
| All | +136.1% | +516.1% | -379.9% | +77.1% |
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