-4.7%
AVAV vs DOC
+43.5%
-48.2%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +3.1% | -11.5% | -9.0% |
| 7D | -10.1% | +8.7% | -18.8% | -11.8% |
| 30D | -18.7% | +7.6% | -26.4% | -20.1% |
| 3M | -33.0% | -5.3% | -27.7% | -32.4% |
| 6M | -37.2% | +27.6% | -64.8% | -41.7% |
| YTD | -53.2% | +32.4% | -85.6% | -57.0% |
| 1Y | -69.0% | +22.9% | -91.8% | -71.0% |
| All | -4.7% | +43.5% | -48.2% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 3y: compounded portfolio wealth divided by compounded DOC 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…
3y analysis · Full analysis span regression · 6 months rolling