+508.8%
AVAV vs DD
+69.4%
+439.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +3.2% | -0.6% | +3.8% | +3.4% |
| 30D | -20.3% | -7.4% | -12.9% | -17.6% |
| 3M | -19.4% | -6.4% | -13.0% | -17.1% |
| 6M | -35.3% | -2.5% | -32.8% | -34.8% |
| YTD | -38.5% | +10.2% | -48.7% | -41.5% |
| 1Y | -37.2% | +36.9% | -74.1% | -45.9% |
| 3Y | +31.1% | +47.0% | -15.9% | +6.3% |
| 5Y | +41.0% | +63.1% | -22.1% | +5.9% |
| 10Y | +508.8% | +68.2% | +440.6% | +298.0% |
| All | +508.8% | +69.4% | +439.4% | +298.0% |
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