+161.4%
NOC vs AVAV
+360.4%
-199.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +4.9% | +9.9% | -5.0% | +3.4% |
| 30D | +13.6% | -5.4% | +19.0% | +14.0% |
| 3M | -3.9% | -36.5% | +32.7% | +1.4% |
| 6M | +1.4% | -25.3% | +26.7% | +3.6% |
| YTD | -2.2% | -48.6% | +46.4% | +3.2% |
| 1Y | -1.2% | -62.1% | +60.9% | +8.2% |
| 3Y | +25.0% | +2.3% | +22.7% | +13.8% |
| 5Y | +66.0% | +35.4% | +30.6% | +38.4% |
| 10Y | +161.4% | +345.1% | -183.7% | +73.1% |
| All | +161.4% | +360.4% | -199.0% | +73.1% |
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