+1,136.4%
NOC vs AVAV
+351.0%
+785.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -1.6% |
| 7D | -5.8% | -10.6% | +4.8% | -4.4% |
| 30D | +10.9% | -18.8% | +29.7% | +14.0% |
| 3M | -7.1% | -34.1% | +27.0% | -1.8% |
| 6M | -5.3% | -35.3% | +30.0% | -0.8% |
| YTD | -6.8% | -53.4% | +46.6% | +0.7% |
| 1Y | -6.7% | -65.6% | +58.9% | +5.2% |
| 3Y | +17.2% | -5.1% | +22.2% | +6.8% |
| 5Y | +56.3% | +18.5% | +37.7% | +31.0% |
| 10Y | +173.7% | +369.8% | -196.1% | +64.3% |
| All | +1,136.4% | +351.0% | +785.3% | +576.5% |
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