+320.5%
AVAV vs DVA
+192.4%
+128.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.1% | +2.3% | -1.6% |
| 7D | +18.4% | -10.7% | +29.0% | +21.6% |
| 30D | -4.9% | -4.4% | -0.5% | -4.3% |
| 3M | -37.7% | -4.1% | -33.6% | -37.5% |
| 6M | -28.4% | -13.2% | -15.2% | -27.0% |
| YTD | -50.0% | +53.2% | -103.3% | -57.7% |
| 1Y | -62.6% | +40.8% | -103.5% | -67.6% |
| 3Y | -0.6% | +109.7% | -110.4% | -26.2% |
| 5Y | +31.9% | +64.5% | -32.6% | +0.6% |
| All | +320.5% | +192.4% | +128.1% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling