+161.3%
NOC vs AVAV
+423.1%
-261.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +12.6% | -9.9% | +1.1% |
| 7D | -2.9% | +3.2% | -6.1% | -3.5% |
| 30D | +12.1% | -7.4% | +19.5% | +12.9% |
| 3M | -5.3% | -32.0% | +26.7% | -1.0% |
| 6M | -1.0% | -24.6% | +23.5% | +1.0% |
| YTD | -4.3% | -47.5% | +43.2% | +0.7% |
| 1Y | -3.6% | -61.5% | +57.8% | +5.3% |
| 3Y | +22.9% | +5.5% | +17.4% | +11.4% |
| 5Y | +60.4% | +35.7% | +24.6% | +33.7% |
| 10Y | +161.3% | +379.1% | -217.8% | +72.6% |
| All | +161.3% | +423.1% | -261.9% | +72.6% |
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 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