-69.0%
AVAV vs DVA
+62.2%
-131.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +5.8% | -14.1% | -8.4% |
| 7D | -10.1% | +4.7% | -14.8% | -10.0% |
| 30D | -18.7% | +7.8% | -26.5% | -18.7% |
| 3M | -33.0% | -15.5% | -17.5% | -32.9% |
| 6M | -37.2% | +25.0% | -62.2% | -37.4% |
| YTD | -53.2% | +69.6% | -122.8% | -54.0% |
| 1Y | -69.0% | +60.6% | -129.6% | -70.0% |
| All | -69.0% | +62.2% | -131.1% | -70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling