+54.8%
VEEV vs AVAV
-5.8%
+60.6%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.5% | -3.0% |
| 7D | -2.9% | -10.6% | +7.6% | -2.1% |
| 30D | +7.5% | -18.8% | +26.3% | +9.3% |
| 3M | +39.5% | -34.1% | +73.6% | +44.3% |
| 6M | +81.5% | -35.3% | +116.8% | +86.8% |
| YTD | +36.1% | -53.4% | +89.4% | +43.1% |
| 1Y | +4.3% | -65.6% | +69.9% | +12.1% |
| 3Y | +54.8% | -5.1% | +59.9% | +21.8% |
| All | +54.8% | -5.8% | +60.6% | +21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling