+28.3%
NSC vs AVAV
+7.1%
+21.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -9.8% | +5.5% | -3.8% |
| 7D | -3.8% | -24.3% | +20.5% | -2.4% |
| 30D | +4.1% | -28.9% | +33.0% | +5.9% |
| 3M | -3.3% | -39.3% | +36.0% | -0.9% |
| 6M | +5.9% | -38.8% | +44.6% | +7.6% |
| YTD | +15.5% | -57.8% | +73.3% | +19.3% |
| 1Y | +19.3% | -70.9% | +90.2% | +26.9% |
| 3Y | +79.0% | -14.8% | +93.8% | +65.5% |
| 5Y | +28.3% | +7.3% | +21.0% | +18.1% |
| All | +28.3% | +7.1% | +21.2% | +18.1% |
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