-100.0%
VIVK vs AVAV
+34.3%
-134.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.6% | +12.6% | -36.2% | -25.9% |
| 7D | -44.2% | +3.2% | -47.4% | -44.5% |
| 30D | -90.0% | -7.4% | -82.6% | -89.8% |
| 3M | -98.0% | -32.0% | -66.0% | -97.9% |
| 6M | -99.9% | -24.6% | -75.4% | -99.9% |
| YTD | -99.9% | -47.5% | -52.4% | -99.9% |
| 1Y | -100.0% | -61.5% | -38.5% | -100.0% |
| 3Y | -100.0% | +5.5% | -105.5% | -100.0% |
| 5Y | -100.0% | +35.7% | -135.7% | -100.0% |
| All | -100.0% | +34.3% | -134.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling