-24.6%
NOK vs AVAV
+407.8%
-432.4%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +12.6% | -5.8% | +4.7% |
| 7D | -1.4% | +3.2% | -4.6% | -2.0% |
| 30D | -21.0% | -7.4% | -13.6% | -20.1% |
| 3M | -12.6% | -32.0% | +19.4% | -7.3% |
| 6M | -36.2% | -24.6% | -11.6% | -34.5% |
| YTD | +26.4% | -47.5% | +73.9% | +34.2% |
| 1Y | +19.6% | -61.5% | +81.1% | +33.5% |
| 3Y | +152.6% | +5.5% | +147.1% | +121.0% |
| 5Y | +57.3% | +35.7% | +21.5% | +24.6% |
| 10Y | +123.8% | +379.1% | -255.3% | +20.5% |
| All | -24.6% | +407.8% | -432.4% | -65.7% |
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