+416.1%
AVAV vs VICR
+1,573.8%
-1,157.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.1% | -1.6% | -2.5% |
| 7D | 0.0% | -9.7% | +9.7% | +2.2% |
| 30D | -9.9% | -39.2% | +29.3% | -1.7% |
| 3M | -34.7% | -22.6% | -12.1% | -33.1% |
| 6M | -26.6% | -37.0% | +10.3% | -24.8% |
| YTD | -48.9% | +47.5% | -96.5% | -57.3% |
| 1Y | -63.0% | +75.0% | -138.0% | -70.1% |
| 3Y | +1.6% | +343.0% | -341.4% | -37.7% |
| 5Y | +34.5% | +3.9% | +30.6% | +0.1% |
| 10Y | +359.3% | +1,034.6% | -675.3% | +83.9% |
| All | +416.1% | +1,573.8% | -1,157.7% | +67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling