+941.6%
NI vs AVAV
+394.0%
+547.6%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.7% | +3.2% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.3% |
| 30D | +11.9% | -9.9% | +21.8% | +12.6% |
| 3M | +9.1% | -34.7% | +43.8% | +12.9% |
| 6M | -1.8% | -26.6% | +24.9% | -0.4% |
| YTD | +11.4% | -48.9% | +60.3% | +15.3% |
| 1Y | +6.4% | -63.0% | +69.4% | +13.5% |
| 3Y | +98.2% | +1.6% | +96.7% | +84.0% |
| 5Y | +110.1% | +34.5% | +75.6% | +83.8% |
| 10Y | +189.0% | +359.3% | -170.3% | +103.5% |
| All | +941.6% | +394.0% | +547.6% | +558.1% |
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 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