-60.2%
AVAV vs DVA
+42.3%
-102.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | +4.2% | -8.8% | +13.0% | +4.0% |
| 30D | -2.6% | -3.4% | +0.8% | -2.7% |
| 3M | -38.0% | -2.6% | -35.4% | -38.1% |
| 6M | -27.0% | -11.9% | -15.1% | -27.0% |
| YTD | -51.4% | +53.6% | -105.1% | -52.1% |
| 1Y | -60.2% | +41.9% | -102.1% | -62.1% |
| All | -60.2% | +42.3% | -102.5% | -62.1% |
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