-100.0%
VIVK vs AVAV
+44.7%
-144.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +2.9% | +4.8% | +7.3% |
| 7D | +13.1% | +3.2% | +9.9% | +12.7% |
| 30D | -29.7% | -20.3% | -9.3% | -27.9% |
| 3M | -93.0% | -19.4% | -73.5% | -92.8% |
| 6M | -98.0% | -35.3% | -62.7% | -97.9% |
| YTD | -97.8% | -38.5% | -59.3% | -97.7% |
| 1Y | -100.0% | -37.2% | -62.8% | -100.0% |
| 3Y | -100.0% | +31.1% | -131.1% | -100.0% |
| 5Y | -100.0% | +41.0% | -141.0% | -100.0% |
| All | -100.0% | +44.7% | -144.7% | -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