+244.3%
VIK vs AVAV
-26.2%
+270.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.9% | +1.4% |
| 7D | +2.7% | +4.2% | -1.5% | +2.2% |
| 30D | +8.8% | -2.6% | +11.4% | +8.8% |
| 3M | -15.3% | -38.0% | +22.7% | -11.4% |
| 6M | +9.4% | -27.0% | +36.4% | +11.1% |
| YTD | +25.9% | -51.4% | +77.3% | +31.8% |
| 1Y | +51.0% | -60.2% | +111.2% | +61.9% |
| All | +244.3% | -26.2% | +270.5% | +187.0% |
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