+640.3%
VEEV vs AVAV
+509.8%
+130.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.5% | -3.0% |
| 7D | -0.6% | -2.2% | +1.6% | -0.2% |
| 30D | +28.8% | -13.9% | +42.8% | +32.1% |
| 3M | +54.0% | -29.2% | +83.3% | +61.6% |
| 6M | +46.0% | -36.1% | +82.1% | +54.4% |
| YTD | +23.2% | -40.2% | +63.4% | +29.8% |
| 1Y | +1.9% | -36.2% | +38.1% | +4.9% |
| 3Y | +27.0% | +47.5% | -20.5% | +3.2% |
| 5Y | -13.4% | +39.3% | -52.7% | -31.7% |
| 10Y | +575.2% | +482.6% | +92.7% | +282.8% |
| All | +640.3% | +509.8% | +130.5% | +325.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling