+657.9%
VEEV vs AVAV
+327.1%
+330.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.3% |
| 7D | -2.5% | +18.4% | -20.9% | -5.5% |
| 30D | +0.3% | -4.9% | +5.2% | +0.5% |
| 3M | +25.2% | -37.7% | +62.9% | +34.6% |
| 6M | +89.7% | -28.4% | +118.1% | +95.8% |
| YTD | +35.5% | -50.0% | +85.5% | +45.9% |
| 1Y | +1.8% | -62.6% | +64.5% | +15.4% |
| 3Y | +83.2% | -0.6% | +83.8% | +59.5% |
| 5Y | -4.8% | +31.9% | -36.7% | -25.8% |
| All | +657.9% | +327.1% | +330.8% | +347.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling