+192.9%
NRG vs AVAV
+58.4%
+134.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.5% | -7.7% | -3.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -6.8% | -25.0% | +18.2% | -2.6% |
| 3M | -7.1% | -15.0% | +7.8% | -6.1% |
| 6M | -27.6% | -33.6% | +6.1% | -24.1% |
| YTD | -29.2% | -39.2% | +10.0% | -26.3% |
| 1Y | -29.9% | -40.5% | +10.6% | -27.4% |
| 3Y | +198.7% | +29.6% | +169.1% | +160.1% |
| 5Y | +192.9% | +56.7% | +136.2% | +136.6% |
| All | +192.9% | +58.4% | +134.5% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling