+359.3%
AVAV vs DAR
+269.9%
+89.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.2% |
| 7D | 0.0% | -3.8% | +3.8% | +1.4% |
| 30D | -9.9% | -14.4% | +4.5% | -5.5% |
| 3M | -34.7% | -17.9% | -16.8% | -30.9% |
| 6M | -26.6% | -18.3% | -8.3% | -22.5% |
| YTD | -48.9% | +43.2% | -92.2% | -55.3% |
| 1Y | -63.0% | +57.7% | -120.7% | -68.7% |
| 3Y | +1.6% | +22.7% | -21.2% | -11.8% |
| 5Y | +34.5% | -34.0% | +68.5% | +40.8% |
| 10Y | +359.3% | +279.5% | +79.8% | +127.0% |
| All | +359.3% | +269.9% | +89.3% | +127.0% |
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