-2.9%
VMC vs AVAV
-62.2%
+59.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.8% | -1.1% |
| 7D | -4.3% | +9.9% | -14.2% | -4.9% |
| 30D | +16.2% | -5.4% | +21.6% | +16.4% |
| 3M | -0.8% | -36.5% | +35.7% | +1.5% |
| 6M | +1.2% | -25.3% | +26.4% | +2.2% |
| YTD | +0.5% | -48.6% | +49.0% | +3.7% |
| 1Y | -2.9% | -62.1% | +59.2% | +2.2% |
| All | -2.9% | -62.2% | +59.3% | +2.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling