+156.8%
NOC vs AVAV
+327.1%
-170.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | 0.0% |
| 7D | +4.5% | +18.4% | -13.8% | +2.2% |
| 30D | +14.1% | -4.9% | +19.0% | +14.4% |
| 3M | -4.5% | -37.7% | +33.2% | +1.0% |
| 6M | -0.8% | -28.4% | +27.7% | +2.0% |
| YTD | -2.5% | -50.0% | +47.5% | +3.2% |
| 1Y | -0.1% | -62.6% | +62.5% | +9.6% |
| 3Y | +24.6% | -0.6% | +25.2% | +13.9% |
| 5Y | +65.6% | +31.9% | +33.7% | +38.5% |
| All | +156.8% | +327.1% | -170.4% | +70.8% |
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