-100.0%
VIVK vs AVAV
+478.0%
-578.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.4% | -1.0% | -5.9% |
| 7D | -7.9% | -3.2% | -4.7% | -7.6% |
| 30D | -42.0% | -25.6% | -16.4% | -40.6% |
| 3M | -92.5% | -20.2% | -72.3% | -92.4% |
| 6M | -98.0% | -38.1% | -60.0% | -97.9% |
| YTD | -97.9% | -41.8% | -56.1% | -97.8% |
| 1Y | -100.0% | -39.0% | -60.9% | -100.0% |
| 3Y | -100.0% | +24.1% | -124.1% | -100.0% |
| 5Y | -100.0% | +53.0% | -153.0% | -100.0% |
| 10Y | -100.0% | +493.8% | -593.8% | -100.0% |
| All | -100.0% | +478.0% | -578.0% | -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 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