+357.6%
NLY vs AVAV
+495.1%
-137.5%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.7% |
| 7D | +0.4% | +3.2% | -2.8% | +0.1% |
| 30D | -1.4% | -20.3% | +18.9% | +1.1% |
| 3M | +12.0% | -19.4% | +31.5% | +13.8% |
| 6M | +8.3% | -35.3% | +43.6% | +12.1% |
| YTD | +8.6% | -38.5% | +47.1% | +11.8% |
| 1Y | +16.9% | -37.2% | +54.1% | +19.1% |
| 3Y | +71.0% | +31.1% | +39.9% | +52.6% |
| 5Y | +31.1% | +41.0% | -10.0% | +12.4% |
| 10Y | +81.0% | +508.8% | -427.8% | +24.1% |
| All | +357.6% | +495.1% | -137.5% | +169.6% |
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