+717.4%
VEEV vs AVAV
+375.4%
+342.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.5% | -12.5% | -3.8% |
| 7D | -2.9% | -10.6% | +7.6% | -1.4% |
| 30D | +7.5% | -18.8% | +26.3% | +10.8% |
| 3M | +39.5% | -34.1% | +73.6% | +48.6% |
| 6M | +81.5% | -35.3% | +116.8% | +90.9% |
| YTD | +36.1% | -53.4% | +89.4% | +48.5% |
| 1Y | +4.3% | -65.6% | +69.9% | +20.1% |
| 3Y | +54.8% | -5.1% | +59.9% | +36.8% |
| 5Y | -4.7% | +18.5% | -23.3% | -23.3% |
| 10Y | +709.1% | +369.8% | +339.3% | +372.8% |
| All | +717.4% | +375.4% | +342.0% | +386.4% |
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