-7.5%
NOK vs AVAV
+478.6%
-486.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +2.9% |
| 7D | -1.8% | -2.2% | +0.5% | -1.4% |
| 30D | +4.7% | -13.9% | +18.6% | +7.0% |
| 3M | -39.7% | -29.2% | -10.4% | -36.9% |
| 6M | +23.1% | -36.1% | +59.2% | +29.5% |
| YTD | +55.0% | -40.2% | +95.2% | +61.4% |
| 1Y | +118.0% | -36.2% | +154.3% | +122.1% |
| 3Y | +170.5% | +47.5% | +123.0% | +121.8% |
| 5Y | +84.9% | +39.3% | +45.6% | +46.3% |
| 10Y | +112.0% | +482.6% | -370.6% | +10.2% |
| All | -7.5% | +478.6% | -486.1% | -58.7% |
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 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