+359.3%
AVAV vs DVA
+197.6%
+161.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -1.9% |
| 7D | 0.0% | -1.6% | +1.6% | 0.0% |
| 30D | -9.9% | 0.0% | -9.9% | -10.4% |
| 3M | -34.7% | -2.4% | -32.3% | -34.8% |
| 6M | -26.6% | -9.8% | -16.9% | -25.9% |
| YTD | -48.9% | +57.8% | -106.7% | -57.1% |
| 1Y | -63.0% | +49.2% | -112.2% | -68.4% |
| 3Y | +1.6% | +116.0% | -114.5% | -25.1% |
| 5Y | +34.5% | +68.5% | -34.0% | +2.0% |
| 10Y | +359.3% | +198.9% | +160.4% | +150.5% |
| All | +359.3% | +197.6% | +161.7% | +150.5% |
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