+212.3%
NRG vs AVAV
+31.5%
+180.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.4% | +1.1% |
| 7D | +21.7% | +18.4% | +3.3% | +18.4% |
| 30D | -8.1% | -4.9% | -3.1% | -7.3% |
| 3M | -18.3% | -37.7% | +19.3% | -12.3% |
| 6M | -28.0% | -28.4% | +0.4% | -25.7% |
| YTD | -37.5% | -50.0% | +12.5% | -33.0% |
| 1Y | -41.1% | -62.6% | +21.6% | -33.3% |
| 3Y | +126.6% | -0.6% | +127.2% | +105.2% |
| 5Y | +212.3% | +31.9% | +180.3% | +159.3% |
| All | +212.3% | +31.5% | +180.8% | +159.3% |
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 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