+1,331.9%
NVO vs AVAV
+383.4%
+948.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.8% |
| 7D | +0.9% | +18.4% | -17.5% | -0.9% |
| 30D | +6.8% | -4.9% | +11.8% | +7.0% |
| 3M | -11.3% | -37.7% | +26.4% | -7.4% |
| 6M | -12.4% | -28.4% | +16.0% | -10.7% |
| YTD | -16.1% | -50.0% | +33.9% | -12.1% |
| 1Y | -15.1% | -62.6% | +47.5% | -8.6% |
| 3Y | -56.2% | -0.6% | -55.6% | -58.6% |
| 5Y | -19.4% | +31.9% | -51.3% | -28.3% |
| 10Y | +207.0% | +332.3% | -125.3% | +120.8% |
| All | +1,331.9% | +383.4% | +948.6% | +802.3% |
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