+10,310.1%
NVDA vs AVAV
+423.1%
+9,887.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +12.6% | -16.9% | -7.1% |
| 7D | -11.6% | +3.2% | -14.7% | -12.5% |
| 30D | -22.1% | -7.4% | -14.7% | -21.2% |
| 3M | -20.1% | -32.0% | +11.9% | -13.8% |
| 6M | -16.8% | -24.6% | +7.8% | -14.1% |
| YTD | -4.0% | -47.5% | +43.5% | +4.2% |
| 1Y | -4.8% | -61.5% | +56.7% | +11.0% |
| 3Y | +281.7% | +5.5% | +276.2% | +227.5% |
| 5Y | +485.4% | +35.7% | +449.6% | +343.9% |
| 10Y | +10,310.1% | +379.1% | +9,931.0% | +4,774.5% |
| All | +10,310.1% | +423.1% | +9,887.0% | +4,774.5% |
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