-100.0%
VIVK vs AVAV
+360.4%
-460.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.7% | -15.1% | -14.4% |
| 7D | -48.0% | +9.9% | -57.9% | -48.6% |
| 30D | -88.4% | -5.4% | -83.0% | -88.3% |
| 3M | -98.7% | -36.5% | -62.2% | -98.7% |
| 6M | -100.0% | -25.3% | -74.7% | -99.9% |
| YTD | -100.0% | -48.6% | -51.4% | -100.0% |
| 1Y | -100.0% | -62.1% | -37.9% | -100.0% |
| 3Y | -100.0% | +2.3% | -102.3% | -100.0% |
| 5Y | -100.0% | +35.4% | -135.4% | -100.0% |
| 10Y | -100.0% | +345.1% | -445.1% | -100.0% |
| All | -100.0% | +360.4% | -460.4% | -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 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