+39.6%
VMC vs AVAV
-5.8%
+45.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.4% | -1.6% |
| 7D | +0.5% | -10.6% | +11.1% | +1.1% |
| 30D | +15.8% | -18.8% | +34.6% | +17.1% |
| 3M | +0.6% | -34.1% | +34.7% | +2.9% |
| 6M | -4.0% | -35.3% | +31.3% | -2.2% |
| YTD | -0.3% | -53.4% | +53.1% | +3.3% |
| 1Y | -0.5% | -65.6% | +65.1% | +4.9% |
| 3Y | +39.6% | -5.1% | +44.6% | +34.1% |
| All | +39.6% | -5.8% | +45.4% | +34.1% |
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