+7,836.4%
NVDA vs AVAV
+315.4%
+7,521.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.4% |
| 7D | -12.7% | +4.2% | -17.0% | -13.8% |
| 30D | -26.4% | -2.6% | -23.9% | -26.3% |
| 3M | -27.6% | -38.0% | +10.3% | -20.3% |
| 6M | -27.7% | -27.0% | -0.7% | -24.8% |
| YTD | -12.5% | -51.4% | +38.9% | -3.5% |
| 1Y | -12.6% | -60.2% | +47.6% | +0.7% |
| 3Y | +235.9% | -6.7% | +242.6% | +197.6% |
| 5Y | +438.2% | +28.3% | +409.9% | +315.7% |
| All | +7,836.4% | +315.4% | +7,521.0% | +4,192.7% |
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 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