-11.2%
VG vs AVAV
-43.9%
+32.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.8% | +5.8% | -4.3% |
| 7D | -22.0% | -24.3% | +2.3% | -23.1% |
| 30D | -14.7% | -28.9% | +14.2% | -16.7% |
| 3M | -7.1% | -39.3% | +32.2% | -10.6% |
| 6M | -11.2% | -38.8% | +27.6% | -12.3% |
| All | -11.2% | -43.9% | +32.8% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling