+55.6%
NOC vs AVAV
+39.7%
+16.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -5.2% | -2.2% | -3.0% | -5.0% |
| 30D | -7.2% | -13.9% | +6.7% | -5.9% |
| 3M | -5.1% | -29.2% | +24.1% | -2.6% |
| 6M | -31.1% | -36.1% | +5.1% | -28.9% |
| YTD | -8.6% | -40.2% | +31.6% | -5.8% |
| 1Y | -9.7% | -36.2% | +26.5% | -7.9% |
| 3Y | +24.3% | +47.5% | -23.2% | +11.3% |
| All | +55.6% | +39.7% | +16.0% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling