+358.4%
AVAV vs DD
+87.9%
+270.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +1.1% | +9.4% | +10.0% |
| 7D | -10.6% | +4.6% | -15.2% | -12.2% |
| 30D | -18.8% | +11.8% | -30.6% | -22.4% |
| 3M | -34.1% | +2.2% | -36.3% | -34.6% |
| 6M | -35.3% | -1.6% | -33.7% | -34.8% |
| YTD | -53.4% | +23.0% | -76.4% | -57.6% |
| 1Y | -65.6% | +26.9% | -92.6% | -69.2% |
| 3Y | -5.1% | +77.9% | -83.0% | -28.7% |
| 5Y | +18.5% | +59.9% | -41.4% | -9.3% |
| All | +358.4% | +87.9% | +270.5% | +200.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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