+131.4%
VMC vs AVAV
+360.4%
-229.0%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -4.3% | +9.9% | -14.2% | -5.7% |
| 30D | +16.2% | -5.4% | +21.6% | +16.6% |
| 3M | -0.8% | -36.5% | +35.7% | +4.8% |
| 6M | +1.2% | -25.3% | +26.4% | +3.1% |
| YTD | +0.5% | -48.6% | +49.0% | +6.0% |
| 1Y | -2.9% | -62.1% | +59.2% | +7.0% |
| 3Y | +37.3% | +2.3% | +35.0% | +21.8% |
| 5Y | +48.8% | +35.4% | +13.4% | +19.6% |
| 10Y | +131.4% | +345.1% | -213.7% | +37.7% |
| All | +131.4% | +360.4% | -229.0% | +37.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling