-11.5%
VRSK vs AVAV
+58.4%
-69.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.5% | -5.6% | -1.4% |
| 7D | -7.7% | -0.1% | -7.6% | -7.7% |
| 30D | -2.8% | -25.0% | +22.1% | -1.8% |
| 3M | -3.7% | -15.0% | +11.2% | -3.4% |
| 6M | -12.8% | -33.6% | +20.9% | -11.8% |
| YTD | -21.0% | -39.2% | +18.2% | -20.2% |
| 1Y | -32.5% | -40.5% | +8.0% | -32.2% |
| 3Y | -26.5% | +29.6% | -56.1% | -33.8% |
| 5Y | -11.5% | +56.7% | -68.2% | -25.7% |
| All | -11.5% | +58.4% | -69.9% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling