-100.0%
VIVK vs AVAV
+24.2%
-124.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.7% | -10.6% | -12.1% |
| 7D | -1.4% | -2.2% | +0.8% | -1.0% |
| 30D | -43.6% | -13.9% | -29.7% | -42.5% |
| 3M | -95.1% | -29.2% | -65.9% | -94.9% |
| 6M | -98.2% | -36.1% | -62.1% | -98.1% |
| YTD | -97.9% | -40.2% | -57.7% | -97.8% |
| 1Y | -100.0% | -36.2% | -63.8% | -100.0% |
| All | -100.0% | +24.2% | -124.1% | -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 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