+124.0%
VRSK vs AVAV
+519.3%
-395.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | +1.4% | -6.6% | -5.3% |
| 30D | -2.3% | -24.3% | +22.0% | -0.2% |
| 3M | -2.9% | -20.1% | +17.2% | -1.8% |
| 6M | -12.8% | -29.4% | +16.6% | -11.4% |
| YTD | -20.8% | -39.3% | +18.5% | -19.3% |
| 1Y | -33.2% | -39.3% | +6.1% | -32.5% |
| 3Y | -26.6% | +29.5% | -56.0% | -35.0% |
| 5Y | -11.3% | +56.3% | -67.7% | -26.0% |
| All | +124.0% | +519.3% | -395.3% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling