-63.0%
AVAV vs DVA
+47.6%
-110.6%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.6% | -2.8% |
| 7D | 0.0% | -1.6% | +1.6% | -0.2% |
| 30D | -9.9% | 0.0% | -9.9% | -10.0% |
| 3M | -34.7% | -2.4% | -32.3% | -34.8% |
| 6M | -26.6% | -9.8% | -16.9% | -26.6% |
| YTD | -48.9% | +57.8% | -106.7% | -50.0% |
| 1Y | -63.0% | +49.2% | -112.2% | -64.2% |
| All | -63.0% | +47.6% | -110.6% | -64.2% |
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