+255.5%
VMC vs AVAV
+351.0%
-95.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.5% | -11.4% | -2.7% |
| 7D | +0.5% | -10.6% | +11.1% | +2.1% |
| 30D | +15.8% | -18.8% | +34.6% | +19.4% |
| 3M | +0.6% | -34.1% | +34.7% | +7.0% |
| 6M | -4.0% | -35.3% | +31.3% | +0.6% |
| YTD | -0.3% | -53.4% | +53.1% | +8.2% |
| 1Y | -0.5% | -65.6% | +65.1% | +13.6% |
| 3Y | +39.6% | -5.1% | +44.6% | +23.6% |
| 5Y | +50.1% | +18.5% | +31.5% | +20.7% |
| 10Y | +163.9% | +369.8% | -205.9% | +43.5% |
| All | +255.5% | +351.0% | -95.5% | +77.2% |
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 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