-100.0%
VIVK vs AVAV
-68.0%
-32.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -8.3% | -19.1% | -23.6% |
| 7D | -68.7% | -10.1% | -58.6% | -66.0% |
| 30D | -90.0% | -18.7% | -71.3% | -88.6% |
| 3M | -98.1% | -33.0% | -65.0% | -97.6% |
| 6M | -99.9% | -37.2% | -62.7% | -99.9% |
| YTD | -99.9% | -53.2% | -46.7% | -99.9% |
| 1Y | -100.0% | -69.0% | -31.0% | -100.0% |
| All | -100.0% | -68.0% | -32.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling