+705.2%
VRSK vs AVAV
+320.0%
+385.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.7% | +3.5% | +1.0% |
| 7D | +1.6% | +4.2% | -2.6% | +1.1% |
| 30D | +15.1% | -2.6% | +17.6% | +14.9% |
| 3M | +12.1% | -38.0% | +50.0% | +16.1% |
| 6M | +29.4% | -27.0% | +56.4% | +30.8% |
| YTD | -6.4% | -51.4% | +45.1% | -3.0% |
| 1Y | -3.6% | -60.2% | +56.7% | +1.7% |
| 3Y | -10.9% | -6.7% | -4.3% | -18.2% |
| 5Y | -0.5% | +28.3% | -28.8% | -14.9% |
| 10Y | +163.7% | +320.5% | -156.8% | +84.3% |
| All | +705.2% | +320.0% | +385.2% | +440.6% |
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