+230.2%
VMC vs AVAV
+478.6%
-248.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.7% | +1.2% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | -8.2% | -13.9% | +5.7% | -6.1% |
| 3M | -7.0% | -29.2% | +22.2% | -2.8% |
| 6M | -10.8% | -36.1% | +25.4% | -6.1% |
| YTD | -7.4% | -40.2% | +32.8% | -3.1% |
| 1Y | -9.5% | -36.2% | +26.7% | -7.4% |
| 3Y | +20.5% | +47.5% | -27.1% | -1.5% |
| 5Y | +51.6% | +39.3% | +12.3% | +19.4% |
| 10Y | +150.0% | +482.6% | -332.5% | +32.0% |
| All | +230.2% | +478.6% | -248.4% | +58.7% |
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 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