+319.8%
VIAV vs AVAV
+339.7%
-19.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +0.7% | +5.7% | +6.3% |
| 7D | +12.3% | +9.9% | +2.5% | +10.8% |
| 30D | -21.0% | -5.4% | -15.6% | -20.2% |
| 3M | -14.1% | -36.5% | +22.5% | -8.2% |
| 6M | -39.9% | -25.3% | -14.7% | -38.6% |
| YTD | +85.2% | -48.6% | +133.8% | +94.0% |
| 1Y | +84.3% | -62.1% | +146.3% | +104.7% |
| 3Y | +320.9% | +2.3% | +318.6% | +256.4% |
| 5Y | +117.5% | +35.4% | +82.2% | +65.1% |
| All | +319.8% | +339.7% | -19.9% | +145.3% |
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