+35.3%
VMC vs AVAV
-3.9%
+39.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | -0.4% |
| 7D | -1.3% | +4.2% | -5.5% | -1.5% |
| 30D | +15.5% | -2.6% | +18.0% | +15.5% |
| 3M | +0.6% | -38.0% | +38.5% | +3.2% |
| 6M | +2.1% | -27.0% | +29.1% | +3.2% |
| YTD | -1.6% | -51.4% | +49.8% | +1.7% |
| 1Y | -1.2% | -60.2% | +59.1% | +3.2% |
| 3Y | +35.3% | -6.7% | +42.0% | +31.0% |
| All | +35.3% | -3.9% | +39.2% | +31.0% |
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