+1,541.5%
NVO vs AVAV
+478.6%
+1,062.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | +2.2% | -2.2% | +4.4% | +2.4% |
| 30D | +6.0% | -13.9% | +19.9% | +7.5% |
| 3M | +7.9% | -29.2% | +37.1% | +10.8% |
| 6M | +27.1% | -36.1% | +63.2% | +31.2% |
| YTD | -3.8% | -40.2% | +36.4% | -0.6% |
| 1Y | -12.8% | -36.2% | +23.4% | -10.9% |
| 3Y | -46.3% | +47.5% | -93.8% | -51.3% |
| 5Y | +3.6% | +39.3% | -35.7% | -8.0% |
| 10Y | +157.0% | +482.6% | -325.5% | +79.3% |
| All | +1,541.5% | +478.6% | +1,062.9% | +919.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling