+27.9%
AVAV vs VICR
+187.7%
-159.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.5% |
| 7D | -2.2% | +0.4% | -2.6% | -2.3% |
| 30D | -13.9% | -13.9% | 0.0% | -12.5% |
| 3M | -29.2% | -38.4% | +9.2% | -26.2% |
| 6M | -36.1% | -7.2% | -28.9% | -39.0% |
| YTD | -40.2% | +72.0% | -112.2% | -48.9% |
| 1Y | -36.2% | +263.3% | -299.5% | -52.3% |
| All | +27.9% | +187.7% | -159.8% | -7.7% |
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