+669.1%
VEEV vs AVAV
+423.1%
+246.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.6% | -11.7% | -1.2% |
| 7D | -0.2% | +3.2% | -3.3% | -1.2% |
| 30D | +3.5% | -7.4% | +10.9% | +4.2% |
| 3M | +32.9% | -32.0% | +65.0% | +40.8% |
| 6M | +84.2% | -24.6% | +108.8% | +88.4% |
| YTD | +37.3% | -47.5% | +84.8% | +46.6% |
| 1Y | +3.9% | -61.5% | +65.4% | +17.2% |
| 3Y | +83.9% | +5.5% | +78.4% | +58.4% |
| 5Y | -4.3% | +35.7% | -40.0% | -25.6% |
| 10Y | +669.1% | +379.1% | +290.0% | +350.2% |
| All | +669.1% | +423.1% | +246.0% | +350.2% |
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