-22.2%
NOK vs AVAV
+397.6%
-419.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.2% |
| 7D | +2.2% | +9.9% | -7.7% | +0.6% |
| 30D | -14.7% | -5.4% | -9.3% | -14.0% |
| 3M | -10.6% | -36.5% | +25.9% | -4.1% |
| 6M | -39.4% | -25.3% | -14.1% | -37.7% |
| YTD | +30.4% | -48.6% | +79.0% | +38.9% |
| 1Y | +22.3% | -62.1% | +84.4% | +36.9% |
| 3Y | +157.6% | +2.3% | +155.3% | +126.6% |
| 5Y | +64.6% | +35.4% | +29.2% | +30.3% |
| 10Y | +132.5% | +345.1% | -212.6% | +27.2% |
| All | -22.2% | +397.6% | -419.8% | -64.5% |
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