+62.1%
DAL vs AVAV
-68.0%
+130.1%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -8.3% | +15.5% | +8.0% |
| 7D | +11.1% | -10.1% | +21.2% | +12.1% |
| 30D | +7.7% | -18.7% | +26.4% | +9.9% |
| 3M | -3.5% | -33.0% | +29.5% | +0.3% |
| 6M | +31.3% | -37.2% | +68.5% | +36.2% |
| YTD | +30.0% | -53.2% | +83.2% | +39.6% |
| 1Y | +62.1% | -69.0% | +131.1% | +88.4% |
| All | +62.1% | -68.0% | +130.1% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 AVAV 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