+208.7%
NXPI vs AVAV
+358.8%
-150.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.7% | +4.7% | +2.5% |
| 7D | -0.5% | 0.0% | -0.4% | -0.7% |
| 30D | +15.0% | -9.9% | +24.9% | +16.9% |
| 3M | +12.6% | -34.7% | +47.3% | +21.2% |
| 6M | -10.6% | -26.6% | +16.1% | -7.3% |
| YTD | +22.1% | -48.9% | +71.0% | +31.8% |
| 1Y | +29.8% | -63.0% | +92.8% | +49.2% |
| 3Y | +47.8% | +1.6% | +46.2% | +27.7% |
| 5Y | +33.9% | +34.5% | -0.6% | +2.3% |
| 10Y | +208.7% | +359.3% | -150.6% | +107.7% |
| All | +208.7% | +358.8% | -150.0% | +107.7% |
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