+77.9%
NLY vs AVAV
+519.3%
-441.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | +1.4% | -5.4% | -4.2% |
| 30D | -5.2% | -24.3% | +19.1% | -2.4% |
| 3M | +2.8% | -20.1% | +23.0% | +4.5% |
| 6M | +4.2% | -29.4% | +33.6% | +6.7% |
| YTD | +4.7% | -39.3% | +44.0% | +7.9% |
| 1Y | +12.7% | -39.3% | +52.1% | +15.2% |
| 3Y | +62.5% | +29.5% | +33.1% | +42.9% |
| 5Y | +26.3% | +56.3% | -30.0% | +4.7% |
| All | +77.9% | +519.3% | -441.4% | +33.1% |
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