+40.4%
AVAV vs DOC
-24.5%
+65.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.1% |
| 7D | -2.2% | -1.5% | -0.7% | -1.7% |
| 30D | -13.9% | -4.8% | -9.2% | -12.6% |
| 3M | -29.2% | +6.9% | -36.1% | -31.4% |
| 6M | -36.1% | +20.7% | -56.9% | -41.2% |
| YTD | -40.2% | +34.1% | -74.3% | -47.3% |
| 1Y | -36.2% | +22.6% | -58.9% | -42.0% |
| 3Y | +47.5% | +20.8% | +26.7% | +32.7% |
| All | +40.4% | -24.5% | +65.0% | +52.2% |
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