+136.0%
NVO vs AVAV
+519.3%
-383.3%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | +1.4% | -9.0% | -7.7% |
| 30D | -6.0% | -24.3% | +18.3% | -3.9% |
| 3M | -0.8% | -20.1% | +19.4% | +0.5% |
| 6M | +16.5% | -29.4% | +45.8% | +18.6% |
| YTD | -11.1% | -39.3% | +28.2% | -8.6% |
| 1Y | -16.7% | -39.3% | +22.6% | -14.5% |
| 3Y | -52.9% | +29.5% | -82.4% | -55.6% |
| 5Y | -3.0% | +56.3% | -59.3% | -12.0% |
| All | +136.0% | +519.3% | -383.3% | +85.9% |
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