+235.2%
VIK vs AVAV
-29.2%
+264.3%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +10.5% | -8.9% | +0.4% |
| 7D | 0.0% | -10.6% | +10.6% | +1.0% |
| 30D | +7.7% | -18.8% | +26.5% | +9.8% |
| 3M | -17.6% | -34.1% | +16.5% | -14.3% |
| 6M | +1.7% | -35.3% | +37.0% | +4.9% |
| YTD | +22.5% | -53.4% | +75.9% | +29.0% |
| 1Y | +52.6% | -65.6% | +118.3% | +66.9% |
| All | +235.2% | -29.2% | +264.3% | +180.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling