+300.1%
VIAV vs AVAV
+358.8%
-58.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.6% |
| 7D | +3.2% | 0.0% | +3.2% | +3.3% |
| 30D | -31.8% | -9.9% | -21.9% | -30.6% |
| 3M | -16.6% | -34.7% | +18.1% | -11.3% |
| 6M | -39.4% | -26.6% | -12.8% | -37.9% |
| YTD | +74.0% | -48.9% | +123.0% | +82.5% |
| 1Y | +70.8% | -63.0% | +133.8% | +90.6% |
| 3Y | +295.5% | +1.6% | +294.0% | +235.3% |
| 5Y | +103.3% | +34.5% | +68.9% | +54.4% |
| 10Y | +300.1% | +359.3% | -59.1% | +131.3% |
| All | +300.1% | +358.8% | -58.6% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling