+7.3%
AVAV vs DOC
-22.1%
+29.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.2% | -9.6% | -9.8% |
| 7D | -24.3% | +6.2% | -30.5% | -26.0% |
| 30D | -28.9% | +6.5% | -35.4% | -30.5% |
| 3M | -39.3% | -6.2% | -33.0% | -38.1% |
| 6M | -38.8% | +25.6% | -64.4% | -44.6% |
| YTD | -57.8% | +32.1% | -89.9% | -62.6% |
| 1Y | -70.9% | +20.3% | -91.2% | -73.3% |
| 3Y | -14.8% | +42.7% | -57.5% | -30.4% |
| 5Y | +7.3% | -22.2% | +29.4% | +12.1% |
| All | +7.3% | -22.1% | +29.4% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling