+1,112.8%
NOC vs AVAV
+478.6%
+634.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -5.2% | -2.2% | -3.0% | -4.9% |
| 30D | -7.2% | -13.9% | +6.7% | -5.3% |
| 3M | -5.1% | -29.2% | +24.1% | -1.1% |
| 6M | -31.1% | -36.1% | +5.1% | -27.7% |
| YTD | -8.6% | -40.2% | +31.6% | -4.4% |
| 1Y | -9.7% | -36.2% | +26.5% | -7.3% |
| 3Y | +24.3% | +47.5% | -23.2% | +5.5% |
| 5Y | +52.6% | +39.3% | +13.4% | +25.6% |
| 10Y | +183.6% | +482.6% | -299.0% | +65.6% |
| All | +1,112.8% | +478.6% | +634.2% | +542.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling