+345.1%
AVAV vs DAR
+290.1%
+55.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.3% | -0.9% |
| 7D | +9.9% | +3.6% | +6.3% | +8.8% |
| 30D | -5.4% | -11.3% | +5.9% | -1.9% |
| 3M | -36.5% | -13.1% | -23.4% | -34.0% |
| 6M | -25.3% | -15.1% | -10.2% | -22.1% |
| YTD | -48.6% | +50.5% | -99.1% | -55.7% |
| 1Y | -62.1% | +57.9% | -120.0% | -67.9% |
| 3Y | +2.3% | +28.9% | -26.6% | -12.6% |
| 5Y | +35.4% | -31.4% | +66.8% | +40.1% |
| 10Y | +345.1% | +301.0% | +44.0% | +115.5% |
| All | +345.1% | +290.1% | +55.0% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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