+129.8%
NOK vs AVAV
+478.0%
-348.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.6% |
| 7D | +9.3% | -3.2% | +12.5% | +9.7% |
| 30D | +17.9% | -25.6% | +43.4% | +21.8% |
| 3M | -22.3% | -20.2% | -2.1% | -21.0% |
| 6M | +36.4% | -38.1% | +74.4% | +42.0% |
| YTD | +66.3% | -41.8% | +108.1% | +71.7% |
| 1Y | +134.4% | -39.0% | +173.5% | +138.7% |
| 3Y | +186.6% | +24.1% | +162.5% | +152.0% |
| 5Y | +102.7% | +53.0% | +49.6% | +66.4% |
| 10Y | +129.8% | +493.8% | -364.0% | +35.9% |
| All | +129.8% | +478.0% | -348.2% | +35.9% |
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