+430.5%
AVAV vs VICR
+1,592.8%
-1,162.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +11.3% | +1.3% | +10.4% |
| 7D | +3.2% | -6.5% | +9.7% | +4.7% |
| 30D | -7.4% | -38.5% | +31.1% | +0.9% |
| 3M | -32.0% | -26.1% | -5.9% | -29.7% |
| 6M | -24.6% | -36.2% | +11.7% | -22.9% |
| YTD | -47.5% | +49.2% | -96.7% | -56.2% |
| 1Y | -61.5% | +87.0% | -148.5% | -69.3% |
| 3Y | +5.5% | +350.4% | -345.0% | -35.6% |
| 5Y | +35.7% | +3.7% | +32.0% | +1.1% |
| 10Y | +379.1% | +1,084.9% | -705.8% | +90.1% |
| All | +430.5% | +1,592.8% | -1,162.2% | +71.7% |
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 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