+288.0%
NSC vs AVAV
+339.7%
-51.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.5% | +9.9% | -13.4% | -4.8% |
| 30D | +3.9% | -5.4% | +9.3% | +4.3% |
| 3M | -0.8% | -36.5% | +35.7% | +4.0% |
| 6M | +7.1% | -25.3% | +32.4% | +8.5% |
| YTD | +16.4% | -48.6% | +65.0% | +21.5% |
| 1Y | +16.9% | -62.1% | +79.0% | +27.1% |
| 3Y | +78.4% | +2.3% | +76.1% | +56.5% |
| 5Y | +33.1% | +35.4% | -2.3% | +5.6% |
| All | +288.0% | +339.7% | -51.7% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling