+1,201.6%
VLO vs AVAV
+394.0%
+807.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.1% |
| 7D | -9.5% | 0.0% | -9.5% | -9.8% |
| 30D | -19.1% | -9.9% | -9.2% | -17.9% |
| 3M | +11.4% | -34.7% | +46.1% | +20.3% |
| 6M | +46.7% | -26.6% | +73.4% | +50.5% |
| YTD | +118.6% | -48.9% | +167.6% | +135.2% |
| 1Y | +99.9% | -63.0% | +162.9% | +130.3% |
| 3Y | +210.5% | +1.6% | +208.9% | +157.6% |
| 5Y | +432.7% | +34.5% | +398.2% | +280.4% |
| 10Y | +717.1% | +359.3% | +357.8% | +274.5% |
| All | +1,201.6% | +394.0% | +807.6% | +405.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling