+40.4%
AVAV vs DVA
+40.3%
+0.2%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -2.0% |
| 7D | -2.2% | +1.8% | -4.1% | -2.5% |
| 30D | -13.9% | -2.5% | -11.4% | -13.6% |
| 3M | -29.2% | -4.3% | -25.0% | -29.1% |
| 6M | -36.1% | +18.9% | -55.0% | -38.9% |
| YTD | -40.2% | +61.9% | -102.1% | -46.9% |
| 1Y | -36.2% | +35.7% | -71.9% | -41.2% |
| 3Y | +47.5% | +78.6% | -31.1% | +25.3% |
| All | +40.4% | +40.3% | +0.2% | +7.3% |
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