+504.5%
AVAV vs VICR
+1,852.0%
-1,347.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.2% | -2.8% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | -13.9% | -13.9% | 0.0% | -11.7% |
| 3M | -29.2% | -38.4% | +9.2% | -24.2% |
| 6M | -36.1% | -7.2% | -28.9% | -39.2% |
| YTD | -40.2% | +72.0% | -112.2% | -50.4% |
| 1Y | -36.2% | +263.3% | -299.5% | -55.7% |
| 3Y | +47.5% | +173.3% | -125.7% | +1.2% |
| 5Y | +39.3% | +47.3% | -8.0% | -2.1% |
| 10Y | +482.6% | +1,495.2% | -1,012.6% | +122.3% |
| All | +504.5% | +1,852.0% | -1,347.5% | +94.5% |
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