+5.5%
AVAV vs VICR
+325.1%
-319.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +11.3% | +1.3% | +10.9% |
| 7D | +3.2% | -6.5% | +9.7% | +4.2% |
| 30D | -7.4% | -38.5% | +31.1% | -1.8% |
| 3M | -32.0% | -26.1% | -5.9% | -30.5% |
| 6M | -24.6% | -36.2% | +11.7% | -24.2% |
| YTD | -47.5% | +49.2% | -96.7% | -56.0% |
| 1Y | -61.5% | +87.0% | -148.5% | -69.0% |
| 3Y | +5.5% | +350.4% | -345.0% | -29.2% |
| All | +5.5% | +325.1% | -319.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 3y: compounded portfolio wealth divided by compounded VICR 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…
3y analysis · Full analysis span regression · 6 months rolling