+345.1%
AVAV vs DD
+99.0%
+246.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | +9.9% | +3.2% | +6.6% | +8.7% |
| 30D | -5.4% | +20.3% | -25.7% | -12.2% |
| 3M | -36.5% | +8.2% | -44.7% | -38.4% |
| 6M | -25.3% | +3.4% | -28.7% | -26.2% |
| YTD | -48.6% | +30.6% | -79.2% | -54.4% |
| 1Y | -62.1% | +30.6% | -92.7% | -66.4% |
| 3Y | +2.3% | +91.1% | -88.8% | -25.3% |
| 5Y | +35.4% | +68.6% | -33.2% | +1.5% |
| 10Y | +345.1% | +99.9% | +245.2% | +188.2% |
| All | +345.1% | +99.0% | +246.1% | +188.2% |
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