+504.5%
AVAV vs VYM
+479.6%
+24.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -2.2% | 0.0% | -2.2% | -2.2% |
| 30D | -13.9% | -0.5% | -13.4% | -13.4% |
| 3M | -29.2% | +3.0% | -32.3% | -30.9% |
| 6M | -36.1% | +8.2% | -44.3% | -40.2% |
| YTD | -40.2% | +15.8% | -56.0% | -47.1% |
| 1Y | -36.2% | +20.8% | -57.1% | -45.6% |
| 3Y | +47.5% | +65.3% | -17.7% | -4.4% |
| 5Y | +39.3% | +76.6% | -37.3% | -14.0% |
| 10Y | +482.6% | +203.9% | +278.7% | +136.3% |
| All | +504.5% | +479.6% | +24.9% | +72.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling