+122.8%
DAL vs AVAV
+361.4%
-238.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.5% | -8.3% | +0.2% |
| 7D | +8.8% | -10.6% | +19.4% | +10.7% |
| 30D | +5.4% | -18.8% | +24.2% | +9.1% |
| 3M | -4.9% | -34.1% | +29.2% | +1.8% |
| 6M | +19.8% | -35.3% | +55.2% | +26.6% |
| YTD | +27.0% | -53.4% | +80.4% | +39.7% |
| 1Y | +52.5% | -65.6% | +118.1% | +77.3% |
| 3Y | +173.8% | -5.1% | +178.9% | +142.5% |
| 5Y | +104.5% | +18.5% | +86.0% | +63.3% |
| All | +122.8% | +361.4% | -238.6% | +26.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling