+493.8%
AVAV vs DVA
+186.3%
+307.5%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.8% |
| 7D | -3.2% | +2.0% | -5.2% | -3.7% |
| 30D | -25.6% | -0.4% | -25.2% | -25.6% |
| 3M | -20.2% | -7.7% | -12.6% | -19.2% |
| 6M | -38.1% | +20.0% | -58.0% | -42.2% |
| YTD | -41.8% | +61.1% | -102.9% | -51.0% |
| 1Y | -39.0% | +33.9% | -72.9% | -45.9% |
| 3Y | +24.1% | +91.5% | -67.5% | -5.0% |
| 5Y | +53.0% | +41.8% | +11.3% | +24.8% |
| 10Y | +493.8% | +187.5% | +306.3% | +243.4% |
| All | +493.8% | +186.3% | +307.5% | +243.4% |
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