-28.4%
AVAV vs VYM
+7.2%
-35.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.1% | -2.9% | -3.0% |
| 7D | +18.4% | +3.3% | +15.1% | +9.6% |
| 30D | -4.9% | +3.8% | -8.7% | -12.5% |
| 3M | -37.7% | -0.4% | -37.3% | -35.8% |
| 6M | -28.4% | +7.1% | -35.6% | -38.8% |
| All | -28.4% | +7.2% | -35.7% | -38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 6mo: compounded portfolio wealth divided by compounded VYM 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…
6mo analysis · Full analysis span regression · 6 months rolling