+217.3%
VIAV vs AVAV
+394.0%
-176.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.7% | -0.3% | -2.5% |
| 7D | +3.2% | 0.0% | +3.2% | +3.4% |
| 30D | -31.8% | -9.9% | -21.9% | -30.2% |
| 3M | -16.6% | -34.7% | +18.1% | -9.3% |
| 6M | -39.4% | -26.6% | -12.8% | -37.4% |
| YTD | +74.0% | -48.9% | +123.0% | +85.9% |
| 1Y | +70.8% | -63.0% | +133.8% | +96.2% |
| 3Y | +295.5% | +1.6% | +294.0% | +231.1% |
| 5Y | +103.3% | +34.5% | +68.9% | +48.9% |
| 10Y | +300.1% | +359.3% | -59.1% | +85.0% |
| All | +217.3% | +394.0% | -176.7% | +34.2% |
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 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