+202.4%
VLO vs AVAV
+48.2%
+154.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +5.2% | -2.2% | +7.4% | +5.3% |
| 30D | +22.6% | -13.9% | +36.5% | +23.4% |
| 3M | +43.8% | -29.2% | +73.0% | +46.1% |
| 6M | +65.7% | -36.1% | +101.9% | +69.1% |
| YTD | +131.1% | -40.2% | +171.3% | +134.5% |
| 1Y | +143.6% | -36.2% | +179.8% | +143.4% |
| All | +202.4% | +48.2% | +154.2% | +171.5% |
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