+416.1%
AVAV vs DD
+269.0%
+147.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.8% | -3.1% |
| 7D | 0.0% | +2.2% | -2.3% | -0.5% |
| 30D | -9.9% | +20.7% | -30.6% | -15.7% |
| 3M | -34.7% | +11.3% | -46.0% | -37.0% |
| 6M | -26.6% | +6.0% | -32.6% | -28.0% |
| YTD | -48.9% | +31.7% | -80.6% | -54.1% |
| 1Y | -63.0% | +32.2% | -95.2% | -66.8% |
| 3Y | +1.6% | +92.7% | -91.1% | -22.5% |
| 5Y | +34.5% | +72.1% | -37.6% | +4.7% |
| 10Y | +359.3% | +99.7% | +259.6% | +220.2% |
| All | +416.1% | +269.0% | +147.1% | +240.3% |
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 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