-74.0%
NKE vs AVAV
+44.7%
-118.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.6% | -1.1% |
| 7D | -0.1% | +3.2% | -3.3% | -0.4% |
| 30D | -7.7% | -20.3% | +12.7% | -5.8% |
| 3M | -10.9% | -19.4% | +8.5% | -9.7% |
| 6M | -31.9% | -35.3% | +3.4% | -29.8% |
| YTD | -38.6% | -38.5% | -0.1% | -37.1% |
| 1Y | -46.9% | -37.2% | -9.7% | -46.3% |
| 3Y | -58.2% | +31.1% | -89.3% | -63.4% |
| 5Y | -74.0% | +41.0% | -115.0% | -79.1% |
| All | -74.0% | +44.7% | -118.7% | -79.1% |
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 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