-75.3%
NKE vs AVAV
+28.1%
-103.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.4% | +0.9% |
| 7D | -1.6% | +4.2% | -5.8% | -2.0% |
| 30D | +7.6% | -2.6% | +10.2% | +7.6% |
| 3M | -6.9% | -38.0% | +31.1% | -3.0% |
| 6M | -8.5% | -27.0% | +18.5% | -6.9% |
| YTD | -38.8% | -51.4% | +12.6% | -36.1% |
| 1Y | -40.6% | -60.2% | +19.7% | -36.8% |
| 3Y | -60.9% | -6.7% | -54.3% | -64.7% |
| All | -75.3% | +28.1% | -103.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling