+292.7%
VZ vs AVAV
+478.6%
-185.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | +0.1% | -2.2% | +2.3% | +0.2% |
| 30D | +7.9% | -13.9% | +21.8% | +8.8% |
| 3M | +13.6% | -29.2% | +42.9% | +15.6% |
| 6M | +1.1% | -36.1% | +37.2% | +3.1% |
| YTD | +29.3% | -40.2% | +69.5% | +31.4% |
| 1Y | +21.2% | -36.2% | +57.5% | +21.9% |
| 3Y | +75.9% | +47.5% | +28.4% | +59.4% |
| 5Y | +24.1% | +39.3% | -15.2% | +10.6% |
| 10Y | +62.4% | +482.6% | -420.2% | +16.3% |
| All | +292.7% | +478.6% | -185.9% | +150.7% |
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