+256.7%
VIAV vs AVAV
+478.6%
-221.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.7% | +5.4% | +4.0% |
| 7D | -4.6% | -2.2% | -2.4% | -4.2% |
| 30D | -10.4% | -13.9% | +3.5% | -7.9% |
| 3M | -34.5% | -29.2% | -5.3% | -30.9% |
| 6M | +7.0% | -36.1% | +43.1% | +13.4% |
| YTD | +95.6% | -40.2% | +135.8% | +102.7% |
| 1Y | +197.2% | -36.2% | +233.4% | +198.5% |
| 3Y | +232.0% | +47.5% | +184.5% | +153.4% |
| 5Y | +102.2% | +39.3% | +62.9% | +47.9% |
| 10Y | +344.6% | +482.6% | -137.9% | +94.7% |
| All | +256.7% | +478.6% | -221.9% | +46.4% |
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