+56.7%
NOC vs AVAV
+18.1%
+38.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -1.1% |
| 7D | -5.8% | -10.6% | +4.8% | -4.9% |
| 30D | +10.9% | -18.8% | +29.7% | +12.9% |
| 3M | -7.1% | -34.1% | +27.0% | -3.6% |
| 6M | -5.3% | -35.3% | +30.0% | -2.3% |
| YTD | -6.8% | -53.4% | +46.6% | -1.9% |
| 1Y | -6.7% | -65.6% | +58.9% | +0.8% |
| 3Y | +17.2% | -5.1% | +22.2% | +10.5% |
| All | +56.7% | +18.1% | +38.6% | +33.7% |
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