+19.6%
AVAV vs DVA
+75.9%
-56.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -1.8% | +12.2% | +10.8% |
| 7D | -10.6% | +2.1% | -12.6% | -11.0% |
| 30D | -18.8% | +8.2% | -27.0% | -20.0% |
| 3M | -34.1% | +5.9% | -40.0% | -35.0% |
| 6M | -35.3% | -1.3% | -34.0% | -35.8% |
| YTD | -53.4% | +68.4% | -121.8% | -59.2% |
| 1Y | -65.6% | +57.5% | -123.1% | -69.5% |
| 3Y | -5.1% | +142.3% | -147.4% | -24.8% |
| All | +19.6% | +75.9% | -56.3% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling