-25.3%
NRG vs AVAV
-29.4%
+4.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.6% |
| 7D | +10.0% | +4.2% | +5.8% | +9.4% |
| 30D | -3.2% | -2.6% | -0.7% | -3.5% |
| 3M | -18.5% | -38.0% | +19.4% | -18.9% |
| 6M | -25.3% | -27.0% | +1.7% | -25.7% |
| All | -25.3% | -29.4% | +4.1% | -25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling