+504.5%
AVAV vs DD
+209.5%
+295.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | -2.2% | -3.5% | +1.3% | -1.0% |
| 30D | -13.9% | -10.3% | -3.6% | -10.4% |
| 3M | -29.2% | -7.5% | -21.7% | -27.1% |
| 6M | -36.1% | -8.0% | -28.1% | -34.4% |
| YTD | -40.2% | +10.5% | -50.7% | -42.8% |
| 1Y | -36.2% | +38.3% | -74.5% | -44.0% |
| 3Y | +47.5% | +42.5% | +5.0% | +25.0% |
| 5Y | +39.3% | +60.2% | -20.9% | +10.8% |
| 10Y | +482.6% | +68.9% | +413.7% | +331.2% |
| All | +504.5% | +209.5% | +295.0% | +324.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling