+391.1%
AVAV vs VYM
+485.2%
-94.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +4.2% | +3.7% | +0.6% | +1.0% |
| 30D | -2.6% | +3.7% | -6.2% | -5.4% |
| 3M | -38.0% | -0.7% | -37.2% | -37.3% |
| 6M | -27.0% | +7.2% | -34.2% | -31.0% |
| YTD | -51.4% | +16.9% | -68.4% | -57.3% |
| 1Y | -60.2% | +19.6% | -79.8% | -65.8% |
| 3Y | -6.7% | +74.6% | -81.2% | -42.2% |
| 5Y | +28.3% | +72.3% | -44.0% | -18.9% |
| 10Y | +320.5% | +206.5% | +114.0% | +69.4% |
| All | +391.1% | +485.2% | -94.1% | +39.1% |
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