+353.2%
NRG vs AVAV
+370.1%
-16.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.8% | -0.4% |
| 7D | +10.0% | +4.2% | +5.8% | +9.1% |
| 30D | -3.2% | -2.6% | -0.7% | -2.7% |
| 3M | -18.5% | -38.0% | +19.4% | -11.0% |
| 6M | -25.3% | -27.0% | +1.7% | -22.8% |
| YTD | -38.1% | -51.4% | +13.3% | -32.5% |
| 1Y | -40.7% | -60.2% | +19.5% | -32.8% |
| 3Y | +121.8% | -6.7% | +128.4% | +102.5% |
| 5Y | +209.2% | +28.3% | +180.9% | +152.5% |
| 10Y | +981.4% | +320.5% | +660.9% | +507.9% |
| All | +353.2% | +370.1% | -16.9% | +116.2% |
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