-39.3%
VG vs AVAV
-20.3%
-19.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | +16.0% | -13.9% | +29.9% | +17.9% |
| 3M | +9.7% | -29.2% | +39.0% | +14.5% |
| 6M | +29.6% | -36.1% | +65.7% | +36.9% |
| YTD | +112.0% | -40.2% | +152.2% | +115.2% |
| 1Y | +12.8% | -36.2% | +49.0% | +10.2% |
| All | -39.3% | -20.3% | -19.0% | -59.2% |
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 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