+7,999.2%
NVDA vs AVAV
+327.1%
+7,672.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.5% | -3.7% |
| 7D | -8.5% | +18.4% | -26.9% | -12.1% |
| 30D | -27.3% | -4.9% | -22.3% | -26.8% |
| 3M | -25.8% | -37.7% | +11.9% | -18.4% |
| 6M | -24.6% | -28.4% | +3.9% | -21.2% |
| YTD | -10.7% | -50.0% | +39.4% | -2.1% |
| 1Y | -14.0% | -62.6% | +48.6% | +0.6% |
| 3Y | +244.9% | -0.6% | +245.5% | +201.1% |
| 5Y | +449.3% | +31.9% | +417.3% | +321.7% |
| All | +7,999.2% | +327.1% | +7,672.1% | +4,253.9% |
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