-27.3%
NRG vs AVAV
-39.3%
+12.0%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.9% | +1.6% |
| 7D | -4.7% | +1.4% | -6.1% | -4.8% |
| 30D | -6.0% | -24.3% | +18.3% | -4.2% |
| 3M | -8.0% | -20.1% | +12.2% | -6.4% |
| 6M | -23.2% | -29.4% | +6.2% | -21.4% |
| YTD | -28.1% | -39.3% | +11.3% | -26.6% |
| 1Y | -27.3% | -39.3% | +12.1% | -18.3% |
| All | -27.3% | -39.3% | +12.0% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling